Variance Reduction for Inverse Trace Estimation via Random Spanning Forests

Yusuf Yigit Pilavci, Pierre-Olivier Amblard, Simon Barthelme +1

The trace $\tr(q(\ma{L} + q\ma{I})^{-1})$, where $\ma{L}$ is a symmetric diagonally dominant matrix, is the quantity of interest in some machine learning problems. However, its dir…