Timeline for What does $\mathbb E_V \max_{x \in V,\,\|x\|=1} x^T Ax$ evaluate to when $V$ is random $k$-dim suspace of $\mathbb R^n$ and $A$ is fixed psd matrix?
Current License: CC BY-SA 4.0
6 events
| when toggle format | what | by | license | comment | |
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| Dec 26, 2021 at 16:19 | history | edited | jlewk | CC BY-SA 4.0 |
typo and missing definition of b_{ij}^*
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| Dec 26, 2021 at 2:37 | comment | added | Michael Hardy | I changed things like $n<<k$ in this answer to $n\ll k.$ That is standard usage. | |
| Dec 26, 2021 at 2:36 | history | edited | Michael Hardy | CC BY-SA 4.0 |
added 134 characters in body
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| Dec 26, 2021 at 0:43 | history | edited | dohmatob | CC BY-SA 4.0 |
fixed some typos and omissions
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| Dec 26, 2021 at 0:28 | comment | added | dohmatob | Thanks for the post (upvoted). Glad to see an alternative and somewhat direct derivation of the two-sided bound established by user @Dustin (upper-bound) and myself (lower-bound). | |
| Dec 25, 2021 at 23:35 | history | answered | jlewk | CC BY-SA 4.0 |