Antieigenvalue techniques in statistics

Eigenvalues, singular values, and eigenvectors (15A18) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Minimax procedures in statistical decision theory (62C20) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Convex programming (90C25)

Review text

Given an operator \(T\) on a Hilbert space \(H\), the first antieigenvalue of \(T\), also called the (real) cosine of \(T\), denoted by \(\mu_1(T)\) or \(\cos T\), was first defined by \textit{K. Gustafson} [Bull. Am. Math. Soc. 74, 488--492 (1968; Zbl 0172.40702)] to be \[ \mu_1(T)= \inf_{Tf\neq 0}\frac{\text{Re}(Tf,f)}{\| Tf\|\, \| f\|}\,. \] The author continues to explore two techniques used in antieigenvalue computations in previous papers. The first is basically a two nonzero component property for certain class of functionals. The second consists on converting the matrix optimization problems in statistics to a convex programming problem, finding the minimum of a convex function on the numerical range of an operator. The two techniques will permit generalizing some of the matrix optimization problems arising in statistics to strongly accretive operators on finite or infinite dimensional Hilbert spaces.

Recommendations

Cites work

Cited in

(13)

This page was built for publication: Antieigenvalue techniques in statistics

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1017616)