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May 28, 2021 at 13:23 vote accept πr8
May 26, 2021 at 14:11 answer added Dan timeline score: 1
May 24, 2021 at 11:12 history edited πr8 CC BY-SA 4.0
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May 24, 2021 at 9:48 comment added πr8 @leomonsaingeon yep! if one takes $W(x) = \frac{1}{2} x^T A x$, $V(x) = \frac{1}{2} x^T B x$, then the estimate holds with $\kappa_{V, W} = \| (A + B)^{-1} A \|_{\text{op}}$.
May 24, 2021 at 9:41 comment added leo monsaingeon Have you tested computing everything explicitly with Gaussian measures? (the product of Gaussians remains a Gaussian)
May 23, 2021 at 18:57 history edited YCor CC BY-SA 4.0
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May 23, 2021 at 18:54 history edited Michael Hardy CC BY-SA 4.0
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May 23, 2021 at 17:05 history asked πr8 CC BY-SA 4.0