aboutsummaryrefslogtreecommitdiffstats
diff options
context:
space:
mode:
authorThibaut Horel <thibaut.horel@gmail.com>2015-02-06 12:44:05 -0500
committerThibaut Horel <thibaut.horel@gmail.com>2015-02-06 12:44:05 -0500
commit3fd4b1e192143f6ff71104b4a553c2da3ab28bcc (patch)
tree1f5c358778de455fd3a90c6808434c580dbd8d5a
parent3680c9e694f41b00b2bdf51d141fe7d0466b8751 (diff)
downloadcascades-3fd4b1e192143f6ff71104b4a553c2da3ab28bcc.tar.gz
Section 3
-rw-r--r--paper/sections/results.tex27
1 files changed, 20 insertions, 7 deletions
diff --git a/paper/sections/results.tex b/paper/sections/results.tex
index 0c1cc3b..6c8a35a 100644
--- a/paper/sections/results.tex
+++ b/paper/sections/results.tex
@@ -310,14 +310,27 @@ case to the assumption made in the Lasso analysis of \cite{bickel:2009}.
\paragraph{(RE) with high probability}
The Generalized Linear Cascade model yields a probability distribution over the
-set observed nodes $x^t$. It is then natural to ask whether the restricted
-eigenvalue condition is likely to occur under this probabilistic model. Several
-recent papers show that large classes of correlated designs obey the restricted
-eigenvalue property with high probability \cite{raskutti:10}
-\cite{rudelson:13}.
+observed sets of infeceted nodes $(x^t)_{t\in\mathcal{T}}$. It is then natural
+to ask whether the restricted eigenvalue condition is likely to occur under
+this probabilistic model. Several recent papers show that large classes of
+correlated designs obey the restricted eigenvalue property with high
+probability \cite{raskutti:10, rudelson:13}.
-Expressing the minimum restricted eigenvalue $\gamma$ as a function of the
-cascade model parameters is highly non-trivial. Yet, the restricted eigenvalue
+In our case, we can show that if (RE)-condition holds for the expected Hessian
+matrix $\E[\nabla^2\mathcal{L}(\theta^*)]$, then it holds for the finite sample
+Hessian matrix $\nabla^2\mathcal{L}(\theta)$ with high probability. Note that
+the expected Hessian matrix is exactly the Fisher Information matrix of the
+generalized linear cascade model which captures the amount of information about
+$\theta$ conveyed by the random observations. Therefore, under an assumption
+which only involves the probabilistic model and not the actual observations, we
+can reformulate Theorem~\ref{thm:main}.
+
+We will need the following additional assumptions on the inverse link
+function $f$:
+
+
+
+Yet, the restricted eigenvalue
property is however well behaved in the following sense: under reasonable
assumptions, if the population matrix of the hessian $\mathbb{E} \left[\nabla^2
{\cal L}(\theta) \right]$, corresponding to the \emph{Fisher Information