An asymptotic approximation for the permanent of a doubly stochastic matrix

DOI10.1080/00949655.2012.712122zbMath1453.65083arXiv1205.5723OpenAlexW2963924084MaRDI QIDQ5219240

Peter McCullagh

Publication date: 9 March 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1205.5723

zbMATH Keywords

doubly stochastic Dirichlet distributionmaximum-likelihood projectionSinkhorn projection

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Determinants, permanents, traces, other special matrix functions (15A15) Numerical computation of determinants (65F40) Stochastic matrices (15B51)

Related Items (3)

Approximating permanents and hafnians ⋮ On the permanents of circulant and degenerate Schur matrices ⋮ The scaling mean and a law of large permanents

Cites Work

• Unnamed Item
• The complexity of computing the permanent
• A polynomial-time approximation algorithm for the permanent of a matrix with nonnegative entries
• Approximating the Permanent
• Approximating the  -permanent
• A Relationship Between Arbitrary Positive Matrices and Doubly Stochastic Matrices
• On a Least Squares Adjustment of a Sampled Frequency Table When the Expected Marginal Totals are Known

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