Approximating the Permanent via Nonabelian Determinants
Cristopher Moore, Alexander Russell

TL;DR
This paper investigates algebraic methods for approximating the permanent of matrices using noncommutative determinants, revealing limitations and challenges in achieving efficient polynomial-time algorithms.
Contribution
It analyzes the variance of algebraic estimators based on nonabelian determinants and demonstrates obstacles to polynomial-time approximation schemes for the permanent.
Findings
Critical ratio for conventional determinant estimator is (1 + O(1/d))^n.
Symmetrized determinant estimator has small variance for large d.
For constant d, the critical ratio exceeds 2^n / n^{O(d)}.
Abstract
Celebrated work of Jerrum, Sinclair, and Vigoda has established that the permanent of a {0,1} matrix can be approximated in randomized polynomial time by using a rapidly mixing Markov chain. A separate strand of the literature has pursued the possibility of an alternate, purely algebraic, polynomial-time approximation scheme. These schemes work by replacing each 1 with a random element of an algebra A, and considering the determinant of the resulting matrix. When A is noncommutative, this determinant can be defined in several ways. We show that for estimators based on the conventional determinant, the critical ratio of the second moment to the square of the first--and therefore the number of trials we need to obtain a good estimate of the permanent--is (1 + O(1/d))^n when A is the algebra of d by d matrices. These results can be extended to group algebras, and semi-simple algebras in…
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Taxonomy
TopicsMarkov Chains and Monte Carlo Methods · Matrix Theory and Algorithms · Mathematical Approximation and Integration
