Concerning nonnegative matrices and doubly stochastic matrices
From MaRDI portal
Publication:2525664
DOI10.2140/pjm.1967.21.343zbMath0152.01403OpenAlexW2003447360MaRDI QIDQ2525664
Publication date: 1967
Published in: Pacific Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2140/pjm.1967.21.343
Related Items
Stochastic matrix-free equilibration, A general law of large permanent, Structure properties of a doubly-stochastic process on a network, Novel 3D bio-macromolecular bilinear descriptors for protein science: predicting protein structural classes, Minimizing the permanent over some faces of the polytope of doubly stochastic matrices, Quadratically Regularized Optimal Transport on Graphs, Vector Monte Carlo stochastic matrix-based algorithms for large linear systems, \(A\)-hypergeometric distributions and Newton polytopes, Entropic Approximation of Wasserstein Gradient Flows, Lagrangian numerical methods for ocean biogeochemical simulations, Lower bound estimation of the minimum eigenvalue of Hadamard product of an \(M\)-matrix and its inverse, Stochastic forms of non-negative matrices and Perron-regularity, The nested Sinkhorn divergence to learn the nested distance, Flat matrix models for quantum permutation groups, Diagonal matrix scaling is NP-hard, An extension of a theorem of Darroch and Ratcliff in loglinear models and its application to scaling multidimensional matrices, A theorem of the alternative for multihomogeneous functions and its relationship to diagonal scaling of matrices, Unnamed Item, On the complexity of nonnegative-matrix scaling, Matrix scaling: A geometric proof of Sinkhorn's theorem, Majorization, doubly stochastic matrices, and comparison of eigenvalues, On the scaling of multidimensional matrices, Accelerating the Sinkhorn-Knopp iteration by Arnoldi-type methods, Sinkhorn limits in finitely many steps, Scalings of matrices which have prespecified row sums and column sums via optimization, Minimization of norms and the spectral radius of a sum of nonnegative matrices under diagonal equivalence, Learning doubly stochastic and nearly idempotent affinity matrix for graph-based clustering, A variational equivalent to diagonal scaling, A fast projected fixed-point algorithm for large graph matching, Operator-splitting schemes for degenerate, non-local, conservative-dissipative systems, On diagonal products of doubly stochastic matrices, Novel global and local 3D atom-based linear descriptors of the Minkowski distance matrix: theory, diversity-variability analysis and QSPR applications, Scaling positive random matrices: concentration and asymptotic convergence, Efficient feature matching via nonnegative orthogonal relaxation, Unnamed Item, Metric selection in fast dual forward-backward splitting, Positive diagonal scaling of a nonnegative tensor to one with prescribed slice sums, Convex histogram-based joint image segmentation with regularized optimal transport cost, A multi-objective interpretation of optimal transport, A common variable minimax theorem for graphs, On Schrödinger's bridge problem, Auxiliary information: the raking-ratio empirical process, Partitions of the polytope of doubly substochastic matrices, Parameter Selection and Preconditioning for a Graph Form Solver, Matrix Scaling Limits in Finitely Many Iterations, On stochasticity preserving methods for the computation of the matrix \(p\)th root, Some structural properties of low-rank matrices related to computational complexity, A partial proximal point algorithm for nuclear norm regularized matrix least squares problems, Optimal transport: discretization and algorithms, A low discrepancy sequence on graphs, A Generalized Matrix Inverse That Is Consistent with Respect to Diagonal Transformations, On bipartite unitary matrices generating subalgebra-preserving quantum operations, Constructive quantum scaling of unitary matrices, Order independence and factor convergence in iterative scaling, Preconditioning techniques based on the Birkhoff-von Neumann decomposition, Bi-stochastic kernels via asymmetric affinity functions, Permanents, \(\alpha\)-permanents and Sinkhorn balancing, Sinkhorn normal form for unitary matrices, OSQP: An Operator Splitting Solver for Quadratic Programs, Study of the permanent conjecture and some of its generalizations, Unnamed Item, Convex polyhedra of doubly stochastic matrices. I: Applications of the permanent function, Measuring exposure to dependence risk with random Bernstein copula scenarios, Scaling of symmetric matrices by positive diagonal congruence, A study of the van der Waerden conjecture and its generalizations, Better and simpler error analysis of the Sinkhorn-Knopp algorithm for matrix scaling, Biproportional scaling of matrices and the iterative proportional fitting procedure, A minimal completion of (0, 1)-matrices without total support, Implications of convergence rates in Sinkhorn balancing, Scaling of matrices to achieve specified row and column sums, Bigraphs versus digraphs via matrices, Diagonal Equivalence to Matrices with Prescribed Row and Column Sums. II, The spectrum of a nonlinear operator associated with a matrix, Arbitrarily regularizable graphs, Iterative Proportional Scaling Revisited: A Modern Optimization Perspective, Robust learning in social networks via matrix scaling, The DAD Theorem for Arbitrary Row Sums, Scaling matrices and counting the perfect matchings in graphs, On matrices with doubly stochastic pattern, The diagonal equivalence of a nonnegative matrix to a stochastic matrix, On the analysis of adaptability in multi-source domain adaptation, Matrix scaling and explicit doubly stochastic limits, The DAD theorem for symmetric non-negative matrices, Toric invariant theory for maximum likelihood estimation in log-linear models, Stochastic Control Liaisons: Richard Sinkhorn Meets Gaspard Monge on a Schrödinger Bridge, Penalized maximum-likelihood estimation, the Baum-Welch algorithm, diagonal balancing of symmetric matrices and applications to training acoustic data, A note on overrelaxation in the Sinkhorn algorithm, Methods for scaling to doubly stochastic form, Doubly Stochastic Normalization of the Gaussian Kernel Is Robust to Heteroskedastic Noise, Sinkhorn-Knopp theorem for PPT states, Primitive Sets of Nonnegative Matrices and Synchronizing Automata, A hierarchically low-rank optimal transport dissimilarity measure for structured data, On pairs of multidimensional matrices, Non-Hermitian random matrices with a variance profile. II: properties and examples, A Decomposition and Scaling-Inequality for Line-Sum-Symmetric Nonnegative Matrices, The rate of convergence of Sinkhorn balancing, Nonnegative Matrices Each of Whose Positive Diagonals Has the Same Sum, Recovering Hidden Components in Multimodal Data with Composite Diffusion Operators, Discriminative clustering with representation learning with any ratio of labeled to unlabeled data, Some problems and results concerning the spectrums of stochastic matrices†, Biwhitening Reveals the Rank of a Count Matrix, Orthogonal decomposition of tensor trains, Supervised Optimal Transport, Image Keypoint Matching Using Graph Neural Networks, Asymptotics for Semidiscrete Entropic Optimal Transport, Resolving issues of scaling for gramian-based input–output pairing methods, Unnamed Item, Diagonal Scalings for the Eigenstructure of Arbitrary Pencils, Some Spectral Properties of an Operator Associated with a Pair of Nonnegative Matrices, Problems Involving Diagonal Products in Nonnegative Matrices, Sinkhorn Algorithm for Quantum Permutation Groups, Entropic Regularization of NonGradient Systems, Introducing the Class of SemiDoubly Stochastic Matrices: A Novel Scaling Approach for Rectangular Matrices, Augmented Lagrangian tracking for distributed optimization with equality and inequality coupling constraints, Block-circulant complex Hadamard matrices, Stability of Schrödinger potentials and convergence of Sinkhorn's algorithm, Nonequispaced fast Fourier transform boost for the Sinkhorn algorithm, A Distributed Boyle--Dykstra--Han Scheme, Reducing classifier overconfidence against adversaries through graph algorithms, Robust Inference of Manifold Density and Geometry by Doubly Stochastic Scaling, Efficient Approximation of Gromov-Wasserstein Distance Using Importance Sparsification, Unnamed Item, Matrix Balancing Based Interior Point Methods for Point Set Matching Problems, The Wasserstein metric matrix and its computational property, Incomplete double-cone factorizations of centrosymmetric matrices arising in spectral methods, Unnamed Item, Study of the permanent conjecture and some generalizations, Diagonal Sums of Doubly Substochastic Matrices, Nonnegative tensors revisited: plane stochastic tensors, Concerning Diagonal Similarity of Irreducible Matrices, Convergence of Entropic Schemes for Optimal Transport and Gradient Flows, The scaling mean and a law of large permanents, Quadratic Vector Equations On Complex Upper Half-Plane, Unnamed Item, Unnamed Item, Approximation algorithms in combinatorial scientific computing, Stabilized Sparse Scaling Algorithms for Entropy Regularized Transport Problems, Sinkhorn–Knopp theorem for rectangular positive maps, Iterative Bregman Projections for Regularized Transportation Problems, Diffusive Limit of a Two-Dimensional Well-Balanced Scheme for the Free Klein--Kramers Equation, A lower bound sequence for the minimum eigenvalue of Hadamard product of an $M$-matrix and its inverse