Timeline for Expected value of orthogonal projection $X^{+}X$
Current License: CC BY-SA 4.0
7 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Feb 6, 2023 at 16:36 | comment | added | Edward | Sorry, I was thinking that it is correct only for large $m$ and $n$, but it should be also correct for small values. Just use the SVD of $X$ to show it. | |
| Feb 6, 2023 at 12:14 | comment | added | John | Can you provide some examples to show that this conclusion is incorrect? Do you mean $$E[X^{+}X]=\frac{m}{n}I$$ does not hold for $m>n$ or this statement has not been proved yet? We test this statement in matlab, and it seems correct when $m\leq n$. | |
| Feb 6, 2023 at 9:18 | comment | added | Edward | It is in fact incorrect for general $m$ and $n$, fixed. | |
| Feb 6, 2023 at 9:16 | history | edited | Edward | CC BY-SA 4.0 |
delete incorrect special case
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| Feb 5, 2023 at 18:31 | comment | added | John | why for the special case it holds that $\bf E[X^+X]=\frac{m}{n}I$, I am very confused, can you give the reference of this property? | |
| Nov 18, 2021 at 17:44 | answer | added | Iosif Pinelis | timeline score: 3 | |
| Nov 18, 2021 at 14:45 | history | asked | Edward | CC BY-SA 4.0 |