Diagonal matrices maximize log-minor variance
Let be the set of positive-definite matrices with condition number . For , , and , define as the log-minor random variable associated with . Diagonal matrices maximize log-minor variance. For all , , and , there exists a diagonal matrix such that
The conjecture is motivated by the sharpness of the variance bound for diagonal matrices and examples suggesting that diagonal matrices attain the largest possible log-minor variance among positive-definite matrices with fixed condition number. Its resolution would identify the extremizers for the general variance bound.
References
Primary source
Alice C. Schwarze, Philip S. Chodrow and Mason A. Porter, “Log-minor distributions and an application to estimating mean subsystem entropy”, arXiv:1901.09456 (2019).
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