Timeline for approximate stationary distributions of a doubly stochastic matrix and its supports
Current License: CC BY-SA 3.0
4 events
| when toggle format | what | by | license | comment | |
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| Dec 11, 2015 at 7:55 | comment | added | Anthony Quas | So I did a rough calculation for a higher-dimensional Gaussian, and got the same scaling. I'd still be quite surprised if that's universal. | |
| Dec 10, 2015 at 6:13 | comment | added | Anthony Quas | I kind of agree, but it seems unlikely that you could ever obtain an $f(\epsilon)$ that was not of the form $C\cdot\epsilon$. I'll think about higher dimensional Gaussians later... | |
| Dec 9, 2015 at 18:28 | comment | added | Penghui Yao | Thanks. In your example, do you mean $\epsilon'=\sqrt{\epsilon}$? That is good for the purpose. Here being dimension-independent means that $\epsilon'=f(\epsilon)$, which only depends on $\epsilon$. @Anthony Quas | |
| Dec 9, 2015 at 8:09 | history | answered | Anthony Quas | CC BY-SA 3.0 |