Related papers: Matrix Rearrangement Inequalities Revisited

In this paper we give alternate proofs of some well-known matrix inequalities. In particular, we show that under certain conditions the inequality holds \begin{align}\sum \limits_{\lambda_i\in \mathrm{Spec}(ab^{T})}\mathrm{min}\{\log…

We define a new rearrangement, called rearrangement by tamping, for non-negative measurable functions defined on R+. This rearrangement has many properties in common with the well-known Schwarz non-increasing rearrangement such as the…

Given an $n \times d$ matrix $A$, its Schatten-$p$ norm, $p \geq 1$, is defined as $\|A\|_p = \left (\sum_{i=1}^{\textrm{rank}(A)}\sigma_i(A)^p \right )^{1/p}$, where $\sigma_i(A)$ is the $i$-th largest singular value of $A$. These norms…

Let $X$ be a symmetric random matrix with independent but non-identically distributed centered Gaussian entries. We show that $$ \mathbf{E}\|X\|_{S_p} \asymp \mathbf{E}\Bigg[ \Bigg(\sum_i\Bigg(\sum_j X_{ij}^2\Bigg)^{p/2}\Bigg)^{1/p} \Bigg]…

The Schatten quasi-norm can be used to bridge the gap between the nuclear norm and rank function, and is the tighter approximation to matrix rank. However, most existing Schatten quasi-norm minimization (SQNM) algorithms, as well as for…

For any two real-valued continuous-path martingales $X=\{X_t\}_{t\geq 0}$ and $Y=\{Y_t\}_{t\geq 0}$, with $X$ and $Y$ being orthogonal and $Y$ being differentially subordinate to $X$, we obtain sharp $L^p$ inequalities for martingales of…

In this paper we develop a general theoretical tool for the establishment of the boundedness of notoriously difficult operators (such as potentials) on certain specific types of rearrangement-invariant function spaces from analogous…

We analyze the global convergence of the power iterates for the computation of a general mixed-subordinate matrix norm. We prove a new global convergence theorem for a class of entrywise nonnegative matrices that generalizes and improves a…

We consider the problem of estimating the scale matrix $\Sigma$ of the additif model $Y_{p\times n} = M + \mathcal{E}$, under a theoretical decision point of view. Here, $ p $ is the number of variables, $ n$ is the number of observations,…

For positive semidefinite $n\times n$ matrices $A$ and $B$, the singular value inequality $(2+t)s_{j}(A^{r}B^{2-r}+A^{2-r}B^{r})\leq 2s_{j}(A^{2}+tAB+B^{2})$ is shown to hold for $r=\frac{1}{2}, 1, \frac{3}{2}$ and all $-2<t\leq 2$.

For a matrix $A\in \mathbb{R}^{n\times d}$ with $n\geq d$, we consider the dual problems of $\min \|Ax-b\|_p^p, \, b\in \mathbb{R}^n$ and $\min_{A^\top x=b} \|x\|_p^p,\, b\in \mathbb{R}^d$. We improve the runtimes for solving these problems…

In this paper, we consider the global comparison problem of Gini means with fixed number of variables on a subinterval $I$ of $\mathbb{R}_+$, i.e., the following inequality \begin{align}\tag{$\star$}\label{ggcabs}…

We present some results concerning the $l^p$ norms of weighted mean matrices. These results can be regarded as analogues to a result of Bennett concerning weighted Carleman's inequalities.

We consider the solution of the Sylvester equation $AX+XB=C$ in mixed precision. We derive a new iterative refinement scheme to solve perturbed quasi-triangular Sylvester equations; our rounding error analysis provides sufficient conditions…

We prove that the known sufficient conditions on the real parameters $(p,q)$ for which the matrix power mean inequality $((A^p+B^p)/2)^{1/p}\le((A^q+B^q)/2)^{1/q}$ holds for every pair of matrices $A,B>0$ are indeed best possible. The proof…

We investigate the relationship between partial traces and their dilations for general complex matrices, focusing on two main aspects: the existence of (joint) dilations and norm inequalities relating partial traces and their dilations.…

A well-known approach in the design of efficient algorithms, called matrix sparsification, approximates a matrix $A$ with a sparse matrix $A'$. Achlioptas and McSherry [2007] initiated a long line of work on spectral-norm sparsification,…

This paper presents an anlysis of the NP-hard minimization problem $\min \{\|b - Ax\|_2: \ x \in [0,1]^n, | \text{supp}(x) | \leq \sigma\}$, where $\text{supp}(x) = \{i \in [n]: x_i \neq 0\}$ and $\sigma$ is a positive integer. The object…

Misestimates of $\sigma_{P_o}$, the \emph{uncertainty} in $P_o$ from a 2-state Bayes equation used for binary classification, apparently arose from $\hat{\sigma}_{p_i}$, the uncertainty in underlying pdfs estimated from experimental $b$-bin…

Let $(S_0,S_1,...)$ be a supermartingale relative to a nondecreasing sequence of $\sigma$-algebras $H_{\le0},H_{\le1},...$, with $S_0\le0$ almost surely (a.s.) and differences $X_i:=S_i-S_{i-1}$. Suppose that $X_i\le d$ and $\mathsf…