TY - JOUR
T1 - Moments tensors, Hilbert's identity, and k-wise uncorrelated random variables
AU - Jiang, Bo
AU - He, Simai
AU - Li, Zhening
AU - Zhang, Shuzhong
PY - 2014/8
Y1 - 2014/8
N2 - In this paper, we introduce a notion to be called k-wise uncorrelated random variables, which is similar but not identical to the so-called k-wise independent random variables in the literature. We show how to construct k-wise uncorrelated random variables by a simple procedure. The constructed random variables can be applied, e.g., to express the quartic polynomial (x TQx)2, where Q is an n×n positive semidefinite matrix, by a sum of fourth powered polynomial terms, known as Hilbert's identity. By virtue of the proposed construction, the number of required terms is no more than 2n 4 + n. This implies that it is possible to find a (2n4 + n)-point distribution whose fourth moments tensor is exactly the symmetrization of Q ⊗ Q. Moreover, we prove that the number of required fourth powered polynomial terms to express (xTQx)2 is at least n(n+1)=2. The result is applied to prove that computing the matrix 2 → 4 norm is NP-hard. Extensions of the results to complex random variables are discussed as well.
AB - In this paper, we introduce a notion to be called k-wise uncorrelated random variables, which is similar but not identical to the so-called k-wise independent random variables in the literature. We show how to construct k-wise uncorrelated random variables by a simple procedure. The constructed random variables can be applied, e.g., to express the quartic polynomial (x TQx)2, where Q is an n×n positive semidefinite matrix, by a sum of fourth powered polynomial terms, known as Hilbert's identity. By virtue of the proposed construction, the number of required terms is no more than 2n 4 + n. This implies that it is possible to find a (2n4 + n)-point distribution whose fourth moments tensor is exactly the symmetrization of Q ⊗ Q. Moreover, we prove that the number of required fourth powered polynomial terms to express (xTQx)2 is at least n(n+1)=2. The result is applied to prove that computing the matrix 2 → 4 norm is NP-hard. Extensions of the results to complex random variables are discussed as well.
KW - Cone of moments
KW - Hilbert's identity
KW - Matrix norm
KW - Uncorrelated random variables
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U2 - 10.1287/moor.2013.0626
DO - 10.1287/moor.2013.0626
M3 - Article
AN - SCOPUS:84906688159
SN - 0364-765X
VL - 39
SP - 775
EP - 788
JO - Mathematics of Operations Research
JF - Mathematics of Operations Research
IS - 3
ER -