Unbiased Matrix Rounding

Abstract: We show several ways to round a real matrix to an integer one such that the rounding errors in all rows and columns as well as the whole matrix are less than one. This is a classical problem with applications in many fields, in particular, statistics. We improve earlier solutions of different authors in two ways. For rounding matrices of size

m i m e s n

, we reduce the runtime from

O ((m n)^{2} S e c o n d, o u r r o u n d i n g s a l s o h a v e a r o u n d i n g e r r o r o f l e s s t h a n o n e i n a l l i n i t i a l i n t e r v a l s o f r o w s a n d c o l u m n s . C o n s e q u e n t l y, a r b i t r a r y i n t e r v a l s h a v e a n e r r o r o f a t m o s t t w o . T h i s i s p a r t i c u l a r l y u s e f u l i n t h e s t a t i s t i c s a p p l i c a t i o n o f c o n t r o l l e d r o u n d i n g . T h e s a m e r e s u l t c a n b e o b t a i n e d v i a (d e p e n d e n t) r a n d o m i z e d r o u n d i n g . T h i s h a s t h e a d d i t i o n a l a d v a n t a g e t h a t t h e r o u n d i n g i s u n b i a s e d, t h a t i s, f o r a l l e n t r i e s

y_{ij}

o f o u r r o u n d i n g, w e h a v e

E(y_{ij}) = x_{ij}

, w h e r e

x_{ij}$ is the corresponding entry of the input matrix.

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