We consider the problem of sequentially approximating functions of each element in a slowly-varying sequence, i.e. one where the magnitude
αi of the difference between the elements at positions
i and
i−1 is small. Recent work on implicit trace estimation shows that when
αt is small, reusing queries to past sequence elements can reduce the overall cost [Dharangutte & Musco, NeurIPS
2021; Woodruff et al., NeurIPS2022]. We introduce a framework generalizing this to a variety of linear and nonlinear functions on diverse vector spaces, obtaining novel sequential estimation results for matrix powers, spectral densities, Monte Carlo integration, and a boundary value problem from partial differential equations~(PDEs). Furthermore, we develop a novel algorithm for use with this framework that locally scales the estimation budget with
αt, obtaining sharper path-length-style variation bounds of form
O(∑i=1mαi) on the cost of estimating a sequence of length
m. This improves upon the previous implicit trace estimation bound of
O(m⋅maxiαi) [Dharangutte & Musco, NeurIPS~2021], which is achieved by fixing the query budget using the worst-case
αi and is thus inefficient for stable sequences with rare bursts. Lastly, while all past work assumes a known bound on
αi, we show in certain cases how the changes can be estimated on-the-fly with (nearly) no added cost. In summary, our framework makes the sequential approximation toolkit general-purpose and adaptive while improving upon state-of-the-art-guarantees for dynamic trace estimation.