Efficient Spectral and Moment Estimation Techniques

Current Trends in Spectral Analysis and Moment Estimation

Recent developments in spectral analysis and moment estimation have seen significant advancements, particularly in the areas of spectral gap identification and moment estimation techniques. The field is moving towards more efficient and generalized methods for estimating spectral properties of matrices and moments of various functions, leveraging stochastic trace estimators and Lévy processes. These innovations aim to provide more robust and scalable solutions, applicable to a broader range of problems, including those in machine learning and data analysis.

Noteworthy papers include one that introduces a novel algorithm for unbiased spectral moment estimation using dynamic programming, demonstrating its effectiveness in neural network analysis, and another that unifies and extends existing moment estimation sketches through the application of Lévy processes, offering a powerful framework for handling diverse and complex functions.

Sources

Estimation of spectral gaps for sparse symmetric matrices

What is an inductive mean?

Sketching, Moment Estimation, and the L\'evy-Khintchine Representation Theorem

Estimating the Spectral Moments of the Kernel Integral Operator from Finite Sample Matrices

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