Timeline for Tight lower bound for expected maximum of K sums of T Rademacher random variables
Current License: CC BY-SA 3.0
6 events
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| Feb 18, 2014 at 13:21 | comment | added | niche | I have added some plots as you suggested, varying T for fixed K. I will add more plots soon varying K for fixed T. I agree that the originally suggested bound is not close to theoretically optimal in that even the rate seems wrong. I suspect that there is a missing $\sqrt{\ln(ln(T))}$ factor, although I do not see how to theoretically prove this. | |
| Feb 18, 2014 at 13:19 | history | edited | niche | CC BY-SA 3.0 |
Added plots, changed log to ln to be clear about that I mean natural logarithm
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| Feb 17, 2014 at 12:48 | history | edited | niche | CC BY-SA 3.0 |
edited title
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| Feb 17, 2014 at 11:54 | comment | added | wolfies |
Solution confusion: OP wrote: "I expect the best possible lower bound to be $$\frac{1}{2} \sqrt{T \log(K)}$$." ... Unfortunately, this does not seem remotely close to the exact theoretical solution. Why not put up a plot showing your calculated (theoretical or Monte Carlo approximation of the) exact solution (as k and T vary), and comparing it to your proposed best possible lower bound.
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| Feb 16, 2014 at 15:19 | review | First posts | |||
| Feb 16, 2014 at 15:21 | |||||
| Feb 16, 2014 at 15:00 | history | asked | niche | CC BY-SA 3.0 |