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Gaussian functions / distributions / processes...

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Expectation of top-K selection of squared Gaussian random variables

Let us have $$ Z = [z_1, z_2, \dots, z_n], $$ where $z_i \sim N(0, \sigma^2)$ and are iid. Additionally, consider $$ X_k := \{ x \in \{0, 1\}^n : e^T x = k \} $$ If $Y = \max_{X \in X_k} |Z^T X|^2,$ …
Alireza Khayatian's user avatar