Timeline for Computing the expectation of a quadratic matrix form involving Bernoulli and Gaussian distributed matrices
Current License: CC BY-SA 4.0
17 events
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| Sep 27, 2023 at 14:27 | history | edited | Dalek | CC BY-SA 4.0 |
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| Sep 26, 2023 at 2:51 | comment | added | Iosif Pinelis | @Dalek : You have an answer, as an explicit and rather simple expression in terms of $n,K,p$. So, what is the purpose of the "Update"? | |
| Sep 25, 2023 at 22:03 | history | edited | Dalek | CC BY-SA 4.0 |
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| Sep 24, 2023 at 21:26 | history | edited | Dalek | CC BY-SA 4.0 |
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| Sep 23, 2023 at 17:52 | comment | added | Mark L. Stone | Depends how the expectations are used. | |
| Sep 23, 2023 at 17:01 | comment | added | Dalek | @MarkL.Stone Could you elaborate on your point further? I already have a Gibbs sampling model that works well for small datasets. Going through all this computational hassle is because I'm trying to build a computationally efficient model that can handle N=10k or even more data points while I can have K=10-100. | |
| Sep 23, 2023 at 16:26 | comment | added | Mark L. Stone | Do you really (mainly) only need to compare expectations for different cases (parameter values)? If so, you can use common random numbers for the different cases, which might make the differences in expectations fairly accurate even for relatively small sample size. | |
| Sep 23, 2023 at 15:54 | comment | added | Dalek | @MarkL.Stone I want to use it for variational inference which requires a lot of expectation computations. I am open to a conversation to explain the problem more. | |
| Sep 23, 2023 at 15:00 | comment | added | Mark L. Stone | Have you considered simulation? How large are n and K? | |
| Sep 22, 2023 at 20:01 | history | edited | Iosif Pinelis |
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| Sep 22, 2023 at 18:13 | history | edited | Iosif Pinelis | CC BY-SA 4.0 |
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| Sep 22, 2023 at 18:06 | answer | added | Iosif Pinelis | timeline score: 2 | |
| Sep 21, 2023 at 22:05 | answer | added | jlewk | timeline score: 0 | |
| Sep 21, 2023 at 20:58 | history | edited | YCor | CC BY-SA 4.0 |
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| Sep 21, 2023 at 20:19 | history | edited | Dalek | CC BY-SA 4.0 |
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| Sep 21, 2023 at 20:07 | history | edited | Dalek | CC BY-SA 4.0 |
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| Sep 21, 2023 at 19:40 | history | asked | Dalek | CC BY-SA 4.0 |