Singular values of Gaussian matrices and permanent estimators

DOI10.1002/RSA.20564zbMATH Open1362.15028arXiv1301.6268OpenAlexW1981026751WikidataQ128213489 ScholiaQ128213489MaRDI QIDQ3467585FDOQ3467585

Authors: Ofer Zeitouni, Mark Rudelson 

Publication date: 3 February 2016

Published in: Random Structures \& Algorithms (Search for Journal in Brave)

Abstract: We present estimates on the small singular values of a class of matrices with independent Gaussian entries and inhomogeneous variance profile, satisfying a broad-connectedness condition. Using these estimates and concentration of measure for the spectrum of Gaussian matrices with independent entries, we prove that for a large class of graphs satisfying an appropriate expansion property, the Barvinok--Godsil-Gutman estimator for the permanent achieves sub-exponential errors with high probability.

Full work available at URL: https://arxiv.org/abs/1301.6268

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zbMATH Keywords

singular valuesperfect matchingsrandom matricesspectrumpermanentsGaussian matricesBarvinok-Godsil-Gutman estimator

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Inequalities involving eigenvalues and eigenvectors (15A42) Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20)

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Cited In (17)

• Circular law for the sum of random permutation matrices
• The circular law for random regular digraphs with random edge weights
• Concentration of random determinants and permanent estimators
• Asymptotic geometric analysis: achievements and perspective
• A general law of large permanent
• Non-Hermitian random matrices with a variance profile. I: Deterministic equivalents and limiting esds
• Hafnians, perfect matchings and Gaussian matrices
• The circular law for random regular digraphs
• On the singular values of Gaussian random matrices
• Lower bounds for the smallest singular value of structured random matrices
• On the expectation of operator norms of random matrices
• Non-asymptotic results for singular values of Gaussian matrix products
• Universality and sharp matrix concentration inequalities
• Estimation for matrix singular values
• A singular woodbury and pseudo-determinant matrix identities and application to Gaussian process regression
• Matrix concentration inequalities and free probability
• Quantitative invertibility of non-Hermitian random matrices

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