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  1. Critical-tail localization and growing theta correction inertiaScott SchubrEdition 2 · 2026-10-27 Public
  2. Pure-Point Dirichlet Spectrum in an Enlarging Cube TowerScott SchubrEdition 2 · 2026-10-27 Public
  3. Sharp permanent-derivative compensation on the flat equal-spectrum conjugate-disjoint Gram stratumScott SchubrEdition 2 · 2026-10-27 Public
  4. Geometric Blind Modes in the Weyl Asymptotics of Twisted TubesScott SchubrEdition 2 · 2026-10-27 Public
  5. Variance cancellation and two-direction bounds for six-row permanent derivativesScott SchubrEdition 2 · 2026-10-27 Public
  6. Heat-Trace Recovery of a Weyl-Blind Twisting ModeScott SchubrEdition 2 · 2026-10-27 Public
  7. Real-section permanent-derivative compensation and quadratic phase controlScott SchubrEdition 2 · 2026-10-27 Public
  8. Full-phase permanent-derivative compensation under real-part spectral pinchingScott SchubrEdition 2 · 2026-10-27 Public
  9. Phase-boundary reduction and low-rank compensation for permanent derivativesScott SchubrEdition 2 · 2026-10-27 Public
  10. Typical-value anchors for polynomial approximation and theta correction inertiaScott SchubrEdition 2 · 2026-10-27 Public
  11. All-depth root-Laguerre positivity with nonreal Fourier zerosScott SchubrEdition 3 · 2026-10-27 Public
  12. Polynomial synthesis and zero ideals for the Riemann xi-functionScott SchubrEdition 2 · 2026-10-27 Public
  13. Sharp degree exponents for polynomial detection of isolated negative atomsScott SchubrEdition 2 · 2026-10-27 Public
  14. A sixth-order obstruction to total positivity of an arithmetic theta trace kernelScott SchubrEdition 2 · 2026-10-27 Public
  15. Sharp collision laws and subexponential masking for polynomial certificatesScott SchubrEdition 2 · 2026-10-27 Public
  16. Collision geometry and concentration in polynomial sign recoveryScott SchubrEdition 2 · 2026-10-27 Public
  17. Left-Sector Mellin Certification of a Weyl-Blind Twisting ModeScott SchubrEdition 2 · 2026-10-27 Public
  18. Growing-Index Recovery and Tail Scales for Signed MeasuresScott SchubrEdition 2 · 2026-10-27 Public
  19. A Positive Corner Limit for Inverse Half-Powers of Vámos QuarticsScott SchubrEdition 2 · 2026-10-27 Public
  20. A counterexample and corrected translation-density criterion for correlation kernelsScott SchubrEdition 2 · 2026-10-27 Public
  21. Asymptotically optimal bounds for permanental cofactor matricesScott SchubrEdition 2 · 2026-10-27 Public
  22. Exact minimax estimation of homogeneous complex Gaussian energiesScott SchubrEdition 2 · 2026-10-27 Public
  23. An explicit global lower certificate for a weighted Weil operatorScott SchubrEdition 2 · 2026-10-27 Public
  24. Odd Weil-form bounds by positive exterior eliminationScott SchubrEdition 2 · 2026-10-27 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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