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Apr 3, 2023 at 22:51 comment added Yaroslav Bulatov Apparently the $d\to \infty$ case reduces to a kind of "continuous mean-field model", the rank-1 term is the mean-field interaction
Apr 3, 2023 at 21:26 comment added fedja OK, give me a few days :-)
Apr 3, 2023 at 21:03 comment added Yaroslav Bulatov $p$ is $\in (1, 2]$. Concrete problems I'm looking at have $p=1.009$, $p=1.064$, $p=1.033$, $p=1.101$, $p=1.4$ (sources)
Apr 3, 2023 at 20:05 comment added fedja "Entries of h add up to 1, and decay according to a power law with constant p" And $p\in[1,2]$ as before or you want a wider range now?
Apr 2, 2023 at 0:46 comment added Yaroslav Bulatov @fedya I have the exact formula for $h$ so I was looking for a decent analytic approximation. Entries of h add up to 1, and decay according to a power law with constant $p$
Apr 1, 2023 at 19:28 comment added fedja PS If you have your entries in a decreasing order and have an oracle telling $h_i$ by $i$, founding the percentiles can be done by binary search pretty quickly too, so there is no need to guess anything but if you don't, then, as I said, you'd better tell us how we are supposed to just read the data first :-)
Apr 1, 2023 at 19:23 comment added fedja Just group the entries: if you know them with $1\%$ precision (I'm afraid you cannot claim even that much), then you'll declare those between $0.99^k$ and $0.99^{k+1}$ exactly equal and play with $100\log d$ size, which is manageable up to $\log d=200$ with the previous technique, which gives $d$ not formally infinite, but certainly larger than the number of atoms in the visible universe. If you have an exact formula for $h$, we can think a bit and find a decent analytic approximation that is just a function of 2-4 variables.
Apr 1, 2023 at 2:41 comment added Yaroslav Bulatov @fedya The difference is that $d$ is assumed near infinite but h has specific form which gives hope for O(1) approach. Your earlier answer was was O(d) and was great in the context of original discussion which was motivated by a different (smaller) problem
Apr 1, 2023 at 2:23 comment added fedja @YaroslavBulatov Just one question: what is substantially different here from what we discussed before?
Apr 1, 2023 at 2:00 history edited Yaroslav Bulatov CC BY-SA 4.0
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Mar 31, 2023 at 23:18 comment added Rodrigo de Azevedo Somewhat related
Mar 31, 2023 at 22:55 history edited Yaroslav Bulatov CC BY-SA 4.0
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Mar 31, 2023 at 22:45 comment added Yaroslav Bulatov Yes, for $d\times d$ dynamics matrix $A$ we can write $A=\operatorname{diag}[(\mathbf{1}-\mathbf{h})^2]+\mathbf{h}\mathbf{h}^T$ so the question is how $\exp(At)$ behaves when $d$ approaches infinity
Mar 31, 2023 at 22:42 history edited Yaroslav Bulatov CC BY-SA 4.0
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Mar 31, 2023 at 22:40 comment added Rodrigo de Azevedo OK, so you are using $\mbox{diag}$ to build a diagonal matrix with the $(1-h_i)^2$
Mar 31, 2023 at 22:35 comment added Yaroslav Bulatov Fully explicit equation is $x_i^{t+1}=(1-h_i)^2 x_i^t + h_i \sum_i x_i^t h_i$ , this form feels verbose
Mar 31, 2023 at 19:13 history edited Yaroslav Bulatov CC BY-SA 4.0
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Mar 31, 2023 at 18:56 history edited Yaroslav Bulatov CC BY-SA 4.0
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Mar 31, 2023 at 18:46 history edited Yaroslav Bulatov CC BY-SA 4.0
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Mar 31, 2023 at 18:32 comment added Yaroslav Bulatov Ah right, I got too used to frameworks just letting me add $1$ to a vector and various operations applying pointwise by default. Updated for clarity
Mar 31, 2023 at 18:31 history edited Yaroslav Bulatov CC BY-SA 4.0
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Mar 31, 2023 at 18:11 comment added Robert Israel I think the letter $h$ may be doing too many different jobs here.
Mar 31, 2023 at 17:29 history asked Yaroslav Bulatov CC BY-SA 4.0