Finding a large submatrix of a Gaussian random matrix

We consider the problem of finding a k × k submatrix of an n × n matrix with i.i.d. standard Gaussian entries, which has a large average entry. It was shown in [Bhamidi, Dey and Nobel (2012)] using nonconstructive methods that the largest average value of a k × k submatrix is 2(1 + o(1))√log n/k, wi...

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Bibliographic Details
Main Authors: Gamarnik, David (Contributor), Li, Quan (Contributor)
Other Authors: Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science (Contributor), Sloan School of Management (Contributor)
Format: Article
Language:English
Published: Institute of Mathematical Statistics, 2019-03-01T17:28:56Z.
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