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  1. Self-concordance and allocation for spatial power sumsScott SchubrEdition 3 · 2026-11-01 Public
  2. Sharp all-times heat-content comparison and concentration on compact metric graphsScott SchubrEdition 3 · 2026-11-01 Public
  3. Energy-Filtered Dynamical Localization in Constructive Dirichlet TowersScott SchubrEdition 3 · 2026-11-01 Public
  4. Degree-dependent minimax laws for Gaussian factorial momentsScott SchubrEdition 2 · 2026-11-01 Public
  5. A sharp lower bound for adjacent-edge correlations in random subtreesScott SchubrEdition 4 · 2026-11-01 Public
  6. Sharp transport identification with unknown Gaussian covarianceScott SchubrEdition 3 · 2026-11-01 Public
  7. Statistical inference for empirical heat-kernel Sinkhorn metricsScott SchubrEdition 5 · 2026-11-01 Public
  8. First-Hit Stopping and Bias-Corrected Score Inference in Dimension ThreeScott SchubrEdition 5 · 2026-11-01 Public
  9. Sharp Wasserstein Stability for Gaussian Deconvolution of Log-Concave LawsScott SchubrEdition 4 · 2026-11-01 Public
  10. Exact low-brightness minimax risk for quartic Gaussian energyScott SchubrEdition 1 · 2026-11-01 Public
  11. Sharp estimation costs for thermal Gaussian energies with known backgroundScott SchubrEdition 1 · 2026-11-01 Public
  12. Sharp calibration costs for high-order thermal Gaussian energiesScott SchubrEdition 1 · 2026-11-01 Public
  13. A sharp flatness transition for critical heat traces in twisted tubesScott SchubrEdition 1 · 2026-11-01 Public
  14. Prescribed-Gradient Coefficient Stability for Lorentzian PolynomialsScott SchubrEdition 1 · 2026-11-01 Public
  15. Closure correlations in paving and low-corank matroidsScott SchubrEdition 1 · 2026-11-01 Public
  16. Polynomial Recovery and Masking under Weak Exponential TailsScott SchubrEdition 4 · 2026-11-01 Public
  17. Polynomial inertia of signed measures with negative intervalsScott SchubrEdition 3 · 2026-11-01 Public
  18. Holomorphic certification on real subspacesScott SchubrEdition 3 · 2026-11-01 Public
  19. Arithmetic cutoff bounds and sharp tail capacity for local Nyman–Beurling certificatesScott SchubrEdition 5 · 2026-11-01 Public
  20. Optimal unbiased Gaussian quantum estimation and the cost of unknown squeezingScott SchubrEdition 1 · 2026-11-01 Public
  21. Optimal unbiased estimation of polynomial energies in thermal Gaussian statesScott SchubrEdition 3 · 2026-10-31 Public
  22. Unrestricted Half-Power Obstruction and Polynomial Certificates for the Vámos QuarticScott SchubrEdition 5 · 2026-10-31 Public
  23. Dimension thresholds for log-concavity of normalized mixed momentsScott SchubrEdition 3 · 2026-10-31 Public
  24. Uniform Resolvent Asymptotics for Growing Theta-Null Source FamiliesScott SchubrEdition 2 · 2026-10-31 Public
PublicEdition 2

Exact minimax estimation of homogeneous complex Gaussian energies

Scott Schubr

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Abstract

Let f be a fixed nonzero homogeneous holomorphic polynomial of degree n on ℂ^d. We estimate its Gaussian energy F_f(A)=E|f(X)|^2 from N independent centered proper complex Gaussian observations with unknown positive semidefinite covariance A. Singular covariances are included and F_f(A)>0. Writing W=Σ_{s=1}^N X_sX_s^*, a=(N rising n) and b=(N rising2n), we prove that the exact minimax risk under relative squared error is 1-a^2/b, attained by the estimator (a/b)F_f(W). The unbiased estimator F_f(W)/a has exact worst-case relative variance b/a^2-1, with equality at rank-one covariances. A classical complex Wishart moment operator supplies the uniform upper bound, while a scalar scale subexperiment and proper inverse-Gamma priors give the matching lower bound against all estimators. Permanent estimation is a special case. Uniform relative-error estimation has observation complexity of order n^2ε^(-2)log(1/δ), with computation unrestricted.

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