On the Expected Value of the Determinant of Random Sum of Rank-One Matrices
arXiv:1702.08247
Abstract
We present a simple, yet useful result about the expected value of the determinant of random sum of rank-one matrices. Computing such expectations in general may involve a sum over exponentially many terms. Nevertheless, we show that an interesting and useful class of such expectations that arise in, e.g., D-optimal estimation and random graphs can be computed efficiently via computing a single determinant.