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Unbiased matrix rounding

  • Max-Planck-Institut fur Informatik

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

5 Citations (Scopus)

Abstract

We show several ways to round a real matrix to an integer one such that the rounding errors in all rows and columns as well as the whole matrix are less than one. This is a classical problem with applications in many fields, in particular, statistics. We improve earlier solutions of different authors in two ways. For rounding matrices of size m x n, we reduce the runtime from O((mn)2) to O(mn log(mn)). Second, our roundings also have a rounding error of less than one in all initial intervals of rows and columns. Consequently, arbitrary intervals have an error of at most two. This is particularly useful in the statistics application of controlled rounding. The same result can be obtained via (dependent) randomized rounding. This has the additional advantage that the rounding is unbiased, that is, for all entries yij of our rounding, we have E(yij) = Xij, where Xij is the corresponding entry of the input matrix.

Original languageEnglish
Title of host publicationBiomedical Simulation - Third International Symposium, ISBMS 2006, Proceedings
PublisherSpringer Verlag
Pages102-112
Number of pages11
ISBN (Print)354035753X, 9783540357537
DOIs
Publication statusPublished - 1 Jan 2006
Externally publishedYes
Event10th Scandinavian Workshop on Algorithm Theory, SWAT 2006 - Riga, Latvia
Duration: 6 Jul 20068 Jul 2006

Publication series

NameLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Volume4059 LNCS
ISSN (Print)0302-9743
ISSN (Electronic)1611-3349

Conference

Conference10th Scandinavian Workshop on Algorithm Theory, SWAT 2006
Country/TerritoryLatvia
CityRiga
Period6/07/068/07/06

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