Trace Estimation 2025-01-11 The other day on twitter, I got involved in a discussion about trace estimation, and decided to write down some thoughts on the matter. Typically this is posed as follows. You are given a matrix A ∈ F N × N A \in F^{N\times N} such that we can only access it through matrix-vector multiplication x ↦ A x x \mapsto Ax . Estimate the trace of the matrix. tr A = ∑ i = 1 N A…