Without-replacement matrix-product norm conjectures
Let , let be positive semidefinite matrices, and let be a positive integer. For a function of an ordered -tuple, define
and
Here and denote without-replacement and with-replacement expectations, respectively. Without-replacement matrix-product norm conjectures. The following two inequalities always hold:
and
These inequalities are proposed as sufficient conditions for proving that without-replacement sampling outperforms with-replacement sampling in randomized iterative methods. The supplied text gives no resolution of either inequality.
References
Primary source
Benjamin Recht and Christopher Re, “Beneath the valley of the noncommutative arithmetic-geometric mean inequality: conjectures, case-studies, and consequences”, arXiv:1202.4184 (2012).
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