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In this article we study and classify optimal martingales in the dual formulation of optimal stopping problems. In this respect we distinguish between weakly optimal and surely optimal martingales. It is shown that the family of weakly…

Probability · Mathematics 2021-02-03 Denis Belomestny , John Schoenmakers

A square matrix is called stochastic (or row-stochastic) if it is non-negative and has each row sum equal to unity. Here, we constitute an eigenvalue localization theorem for a stochastic matrix, by using its principal submatrices. As an…

Combinatorics · Mathematics 2016-05-02 Anirban Banerjee , Ranjit Mehatari

A matrix is \emph{simple} if it is a (0,1)-matrix and there are no repeated columns. Given a (0,1)-matrix $F$, we say a matrix $A$ has $F$ as a \emph{configuration}, denoted $F\prec A$, if there is a submatrix of $A$ which is a row and…

Combinatorics · Mathematics 2017-03-17 Attila Sali , Sam Spiro

In this paper, we introduce and characterize max-doubly stochastic matrices within the framework of max algebra, where the operations are defined as $x \oplus y = \max(x, y)$ and $x \otimes y = xy$. We explore the fundamental properties of…

Rings and Algebras · Mathematics 2025-04-29 S. M. Manjegani , T. Parsa

One tuple of probability vectors is more informative than another tuple when there exists a single stochastic matrix transforming the probability vectors of the first tuple into the probability vectors of the other. This is called matrix…

Statistics Theory · Mathematics 2024-04-26 Muhammad Usman Farooq , Tobias Fritz , Erkka Haapasalo , Marco Tomamichel

We show several ways to round a real matrix to an integer one such that the rounding errors in all rows and columns as well as the whole matrix are less than one. This is a classical problem with applications in many fields, in particular,…

Data Structures and Algorithms · Computer Science 2007-05-23 Benjamin Doerr , Tobias Friedrich , Christian Klein , Ralf Osbild

Nonnegative least squares problems with multiple right-hand sides (MNNLS) arise in models that rely on additive linear combinations. In particular, they are at the core of most nonnegative matrix factorization algorithms and have many…

Machine Learning · Computer Science 2023-01-26 Nicolas Nadisic , Jeremy E Cohen , Arnaud Vandaele , Nicolas Gillis

Sinkhorn proved that every entry-wise positive matrix can be made doubly stochastic by multiplying with two diagonal matrices. In this note we prove a recently conjectured analogue for unitary matrices: every unitary can be decomposed into…

Mathematical Physics · Physics 2015-09-07 Martin Idel , Michael M. Wolf

Weight-balanced and doubly stochastic digraphs are two classes of digraphs that play an essential role in a variety of cooperative control problems, including formation control, distributed averaging, and optimization. We refer to a digraph…

Optimization and Control · Mathematics 2011-10-19 Bahman Gharesifard , Jorge Cortes

We consider the following problem: Given a matrix A, find minimal subsets of columns of A with cardinality no larger than a given bound that are linear dependent or nearly so. This problem arises in various forms in optimization, electrical…

Numerical Analysis · Mathematics 2008-04-23 Hans Engler

We study a further refinement of the standard refined enumeration of alternating sign matrices (ASMs) according to their first two rows instead of just the first row, and more general "d-refined" enumerations of ASMs according to the first…

Combinatorics · Mathematics 2009-04-15 Ilse Fischer , Dan Romik

A semigroup $S$ is called a weakly exponential semigroup if, for every couple $(a,b)\in S\times S$ and every positive integer $n$, there is a non-negative integer $m$ such that $(ab)^{n+m}=a^nb^n(ab)^m=(ab)^ma^nb^n$. A semigroup $S$ is…

Group Theory · Mathematics 2015-09-01 Attila Nagy

Given an integer n greater of equal to 3, we investigate the minimal dimension of a subalgebra of M_n(K) with a trivial centralizer. It is shown that this dimension is 5 when n is even and 4 when it is odd. In the latter case, we also…

Rings and Algebras · Mathematics 2011-08-03 Clément de Seguins Pazzis

For an $n \times n$ matrix $M$ with entries in $\mathbb{Z}_2$ denote by $R(M)$ the minimal rank of all the matrices obtained by changing some numbers on the main diagonal of $M$. We prove that for each non-negative integer $k$ there is a…

Combinatorics · Mathematics 2021-04-22 Eugene Kogan

Co-clustering, that is, partitioning a numerical matrix into homogeneous submatrices, has many applications ranging from bioinformatics to election analysis. Many interesting variants of co-clustering are NP-hard. We focus on the basic…

Discrete Mathematics · Computer Science 2019-06-17 Laurent Bulteau , Vincent Froese , Sepp Hartung , Rolf Niedermeier

The problem of minimizing a multilinear function of binary variables is a well-studied NP-hard problem. The set of solutions of the standard linearization of this problem is called the multilinear set. We study a cardinality constrained…

Optimization and Control · Mathematics 2021-08-31 Rui Chen , Sanjeeb Dash , Oktay Gunluk

A symmetric doubly stochastic matrix A is said to be determined by its spectra if the only symmetric doubly stochastic matrices that are similar to A are of the form $P^TAP$ for some permutation matrix P. The problem of characterizing such…

Combinatorics · Mathematics 2013-10-07 Bassam Mourad , Hassan Abbas

The structure of nilpotent symplectic algebras of maximal class has been studied in [8, 5]. In this paper, we study the dual subclass of algebras of minimal class. In particular, we show that symplectic alternating algebras of dimension up…

Rings and Algebras · Mathematics 2024-07-04 Layla Sorkatti , Özlem Uğurlu , Manisha Varahagiri

Stochastic approximation algorithm is a useful technique which has been exploited successfully in probability theory and statistics for a long time. The step sizes used in stochastic approximation are generally taken to be deterministic and…

Probability · Mathematics 2019-09-25 Ujan Gangopadhyay , Krishanu Maulik

We study ranks of the $r\textrm{th}$ Hadamard powers of doubly nonnegative matrices and show that the matrix $A^{\circ r}$ is positive definite for every $n\times n$ doubly nonnegative matrix $A$ and for every $r>n-2$ if and only if no…

Classical Analysis and ODEs · Mathematics 2020-04-09 Tanvi Jain