An asymptotic approximation for the permanent of a doubly stochastic matrix

DOI10.1080/00949655.2012.712122MaRDI QIDQ5219240zbMATH OpenOpenAlexFDO

Authors P. 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

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

Abstract: A determinantal approximation is obtained for the permanent of a doubly stochastic matrix. For moderate-deviation matrix sequences, the asymptotic relative error is of order $O(n^{-1})$.

Cites work

• A polynomial-time approximation algorithm for the permanent of a matrix with nonnegative entries.
• A Relationship Between Arbitrary Positive Matrices and Doubly Stochastic Matrices
• Approximating the Permanent
• Approximating the  -permanent
• scientific article; zbMATH DE number 47310 (Why is no real title available?)
• On a Least Squares Adjustment of a Sampled Frequency Table When the Expected Marginal Totals are Known
• The complexity of computing the permanent

Cited in

(5)

• scientific article; zbMATH DE number 549507 (Why is no real title available?)
• Approximating permanents and hafnians
• scientific article; zbMATH DE number 817485 (Why is no real title available?)
• On the permanents of circulant and degenerate Schur matrices
• The scaling mean and a law of large permanents

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