All Questions
8 questions with no upvoted or accepted answers
4
votes
1
answer
287
views
Local maxima of the sum of Gaussian functions in *multiple dimensions* are always strict local maxima - prove/disprove/prove conditionally?
This is a follow up of the question in one dimension, that asked to show that the all the maxima of the sum of Gaussian
$$f_n(x):= \sum_{i=1}^{n}e^{-(x-x_i)^2}, x_1 < x_2 < \dots < x_n$$
are ...
- 1,467
4
votes
0
answers
656
views
Eigenvalues of Matérn covariance function
Recall that Matérn covariance function $C_\nu(d)$ is defined as
$$
C_\nu(d)=\sigma^2\frac{2^{1-\nu}}{\Gamma(\nu)}\left(\sqrt{2\nu}\frac{d}{\rho}\right)^\nu K_\nu\left(\sqrt{2\nu}\frac{d}{\rho}\right), ...
- 397
4
votes
0
answers
147
views
The asymptotic behavior of the ratio between the largest two of $n$ i.i.d. chi-square random variables
My question is about the asymptotic behavior of the ratio between the largest and second largest values of $n$ independent chi-square random variables.
Let $X_1, \ldots, X_n$ be $n$ independent and ...
- 1,127
3
votes
0
answers
504
views
Continuity of the conditional expectation
Consider the conditional expectation of $x$ given $y$,
$$
\mathbb{E}(x | y)
$$
where $x \in X$ and $y \in Y$ where $X, Y$ are Hilbert spaces (possibly infinite dimensional).
Question :
I am looking ...
- 252
2
votes
0
answers
46
views
increasing inter-class distances results in decreasing linear regression error
Let $\{\mathbf{x}_i, y_i \}$ be a set of binary-labeled samples ($\mathbf{x}_i \in \mathbb{R}^d, y_i \in \{a,b\}, a,b\in\mathbb{R}$). Let $\{ \mathbf{x}'_i, y_i \}$ be also such a set.
Define $\mathbf{...
- 183
1
vote
0
answers
65
views
Normalizing constants preserve metric entropy
Suppose $\mathcal{F}=\left\{f\in L^2([a,b]): 0<\underline{c}\leq f\leq\overline{c} \right\}$. Consider the following transformation
$$\tilde{\mathcal{F}} := \left\{\frac{f}{\int f d\mu}: f\in \...
- 11
1
vote
0
answers
69
views
Norm-averaging reference request
(Apology in advance for the broadness of this question) I recently came across a relatively simple application where I needed to "balance" the "spreaded-out-ness" of a function with the "peaked-ness" ...
- 123
0
votes
0
answers
73
views
Asymptotic stochastic ordering for weighted sum of i.i.d. random variables
Are you aware of any literature focusing on the conditions such that for two i.i.d. sequences of discrete r.v.'s $\{X_n\}$ and $\{Y_n\}$,
\begin{equation}
a_1X_1+a_2X_2+\ldots+a_nX_n\geq_1 a_1Y_1+...
- 19