相关论文: New Permanent Estimators via Non-Commutative Deter…

We propose a general algorithm of constructing an extended formulation for any given set of linear constraints with integer coefficients. Our algorithm consists of two phases: first construct a decision diagram $(V,E)$ that somehow…

Given a nonsingular $n \times n$ matrix of univariate polynomials over a field $\mathbb{K}$, we give fast and deterministic algorithms to compute its determinant and its Hermite normal form. Our algorithms use…

Using ideas from automata theory we design a new efficient (deterministic) identity test for the \emph{noncommutative} polynomial identity testing problem (first introduced and studied in \cite{RS05,BW05}). We also apply this idea to the…

We consider the problem of complex root classification, i.e., finding the conditions on the coefficients of a univariate polynomial for all possible multiplicity structures on its complex roots. It is well known that such conditions can be…

There is a digraph corresponding to every square matrix over $\mathbb{C}$. We generate a recurrence relation using the Laplace expansion to calculate the characteristic, and permanent polynomials of a square matrix. Solving this recurrence…

We address the computation of the degrees of minors of a noncommutative symbolic matrix of form \[ A[c] := \sum_{k=1}^m A_k t^{c_k} x_k, \] where $A_k$ are matrices over a field $\mathbb{K}$, $x_i$ are noncommutative variables, $c_k$ are…

Symmetric polynomials of the roots of a polynomial can be written as polynomials of the coefficients, and by applying this to the characteristic polynomial we can write a symmetric polynomial of the eigenvalues $a_{i}$ of an $n\times n$…

We formulate conjectures regarding the maximum value and maximizing matrices of the permanent and of diagonal products on the set of stochastic matrices with bounded rank. We formulate equivalent conjectures on upper bounds for these…

We consider the problem of extending the classical S-lemma from commutative case to noncommutative cases. We show that a symmetric quadratic homogeneous matrix-valued polynomial is positive semidefinite if and only if its coefficient matrix…

In this paper, we present a sharp analysis for a class of alternating projected gradient descent algorithms which are used to solve the covariate adjusted precision matrix estimation problem in the high-dimensional setting. We demonstrate…

The problem of expressing a multivariate polynomial as the determinant of a monic (definite) symmetric or Hermitian linear matrix polynomial (LMP) has drawn a huge amount of attention due to its connection with optimization problems. In…

Recent work by M. Afifurrahman established the first asymptotic estimates with error terms for the number of $2\times 2$ matrices with fixed non-zero determinant $n\in\mathbb{N}$, and with coefficients bounded in absolute value by $X$. In…

The paper addresses the calculation of correlation functions of permanental polynomials of matrices with random entries. By exploiting a convenient contour integral representation of the matrix permanent some explicit results are provided…

In this paper, we show the central limit theorem for the logarithmic determinant of the sample correlation matrix $\mathbf{R}$ constructed from the $(p\times n)$-dimensional data matrix $\mathbf{X}$ containing independent and identically…

In an earlier paper, we discussed the probability that the determinant of a matrix undergoes the least change upon perturbation of one of its elements, provided that most or all of the elements of the matrix are chosen at random and that…

We give the first polynomial-time, polynomial-sample, differentially private estimator for the mean and covariance of an arbitrary Gaussian distribution $\mathcal{N}(\mu,\Sigma)$ in $\mathbb{R}^d$. All previous estimators are either…

We introduce an algebraic model, based on the determinantal expansion of the product of two matrices, to test combinatorial reductions of set functions. Each term of the determinantal expansion is deformed through a monomial factor in d…

This paper describes an algorithm which computes the characteristic polynomial of a matrix over a field within the same asymptotic complexity, up to constant factors, as the multiplication of two square matrices. Previously, this was only…

We consider properties of determinants of some random symmetric matrices issued from multivariate statistics: Wishart/Laguerre ensemble (sample covariance matrices), Uniform Gram ensemble (sample correlation matrices) and Jacobi ensemble…

We study the problem of optimal subset selection from a set of correlated random variables. In particular, we consider the associated combinatorial optimization problem of maximizing the determinant of a symmetric positive definite matrix…