Timeline for Expectation of top-K selection of squared Gaussian random variables
Current License: CC BY-SA 4.0
14 events
| when toggle format | what | by | license | comment | |
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| Feb 26 at 22:19 | comment | added | user522465 | @AlirezaKhayatian: I changed the variable names and my solution still applies to E(Y). | |
| Feb 26 at 22:17 | history | edited | user522465 | CC BY-SA 4.0 |
change variable names
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| Feb 26 at 20:33 | comment | added | Alireza Khayatian | Thank you for your efforts, @Damien. You defined two parameters, $Y = \sup_{X \in \mathcal{X}_k} |\langle Z, X \rangle|^2$ and $Y(X) = \sum_{i=1}^{n} w_i x_i $ that may be confusing. your solution is for $E\left[\sup_{X \in \mathcal{X}_k} Y(X)\right] $ but I am looking for $E(Y)$. . | |
| Feb 26 at 0:33 | comment | added | user522465 | @AlirezaKhayatian: I updated the solution. | |
| Feb 26 at 0:20 | history | edited | user522465 | CC BY-SA 4.0 |
Added a more precise proof
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| Feb 22 at 10:33 | comment | added | Alireza Khayatian | Thank you for your efforts, @Damien. But, we are looking for $Y = \max_{\mathbf{X} \in \mathcal{X}_k} \| \mathbf{Z}^T \mathbf{X} \|_2^2$. I mean the squared version of what you have considered. It may be related to the squared version of the Gaussian width. | |
| Feb 21 at 3:16 | comment | added | user522465 | @AlirezaKhayatian: I updates the solution | |
| Feb 21 at 3:13 | history | edited | user522465 | CC BY-SA 4.0 |
Added a more consise proof
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| Feb 20 at 12:05 | comment | added | Alireza Khayatian | I appreciate your effort, but we are looking for $Y = \max_{X \in X_k} |Z^TX|^2$. I mean, the problem is about top-k selection, not random-k selection. | |
| Feb 20 at 7:44 | history | edited | user522465 | CC BY-SA 4.0 |
update typo
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| S Feb 20 at 7:07 | review | First answers | |||
| Feb 20 at 8:49 | |||||
| S Feb 20 at 7:07 | history | edited | user522465 | CC BY-SA 4.0 |
remove unecessary lines
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| S Feb 20 at 5:21 | review | First answers | |||
| Feb 20 at 5:33 | |||||
| S Feb 20 at 5:21 | history | answered | user522465 | CC BY-SA 4.0 |