Random sampling is a simple but powerful method in statistics and in the design of randomized algorithms. In a typical application, random sampling can be applied to estimate an extreme value, say maximum, of a function f over a set S ⊆ ℝn. To do so, one may select a simpler (even finite) subset S0 ⊆ S, randomly take some samples over S0 for a number of times, and pick the best sample. The hope is to find a good approximate solution with reasonable chance. This paper sets out to present a number of scenarios for f, S and S0 where certain probability bounds can be established, leading to a quality assurance of the procedure. In our setting, f is a multivariate polynomial function. We prove that if f is a d-th order homogeneous polynomial in n variables and F is its corresponding super-symmetric tensor, and ξi (i = 1, 2, …, n) are i.i.d. Bernoulli random variables taking 1 or −1 with equal probability, then Prob{f(ξ1, ξ2, …, ξn) ≥ τn−d/2 ‖F‖1} ≥ θ, where τ, θ > 0 are two universal constants and ‖·‖1 denotes...
['Simai He', 'Bo Jiang', 'Zhening Li', 'Shuzhong Zhang']
Probability Bounds for Polynomial Functions in Random Variables