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| author | jeanpouget-abadie <jean.pougetabadie@gmail.com> | 2015-02-01 20:01:59 -0500 |
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| committer | jeanpouget-abadie <jean.pougetabadie@gmail.com> | 2015-02-01 20:02:06 -0500 |
| commit | a4397760f744840005fd66dc87395493c521376b (patch) | |
| tree | dfd2322879e0089c56d960cd07bf3fcd272646f7 | |
| parent | 0482865b3fc128964584db1af66be9fb0783a4af (diff) | |
| download | cascades-a4397760f744840005fd66dc87395493c521376b.tar.gz | |
assumptions section+references
| -rw-r--r-- | paper/sections/assumptions.tex | 38 | ||||
| -rw-r--r-- | paper/sparse.bib | 45 |
2 files changed, 66 insertions, 17 deletions
diff --git a/paper/sections/assumptions.tex b/paper/sections/assumptions.tex index 89113b4..7cf9345 100644 --- a/paper/sections/assumptions.tex +++ b/paper/sections/assumptions.tex @@ -1,4 +1,24 @@ -In this section, we discuss the main assumption of Theorem~\ref{thm:neghaban} namely the restricted eigenvalue condition. We begin by comparing to the irrepresentability condition considered in \cite{Daneshmand:2014}. +In this section, we discuss the main assumption of Theorem~\ref{thm:neghaban} namely the restricted eigenvalue condition. We then compare to the irrepresentability condition considered in \cite{Daneshmand:2014}. + +\subsection{The Restricted Eigenvalue Condition} + +The restricted eigenvalue condition, introduced in \cite{bickel:2009}, is one of the weakest sufficient condition on the design matrix for successful sparse recovery \cite{vandegeer:2009}. Several recent papers show that large classes of correlated designs obey the restricted eigenvalue property with high probability \cite{raskutti:10} \cite{rudelson:13}. Expressing the minimum restricted eigenvalue $\gamma$ as a function of the cascade model parameters is highly non-trivial. However, the restricted eigenvalue property is however well behaved in the following sense: + +\begin{lemma} +\label{lem:expected_hessian} +Expected hessian analysis! +\end{lemma} + +This result is easily proved by adapting slightly a result from \cite{vandegeer:2009} XXX. Similarly to the analysis conducted in \cite{Daneshmand:2014}, we can show that if the eigenvalue can be showed to hold for the `expected' hessian, it can be showed to hold for the hessian itself. It is easy to see that: + +\begin{proposition} +\label{prop:expected_hessian} +If result holds for the expected hessian, then it holds for the hessian! +\end{proposition} + +It is most likely possible to remove this extra s factor. See sub-gaussian paper by ... but the calculations are more involved. + + \subsection{The Irrepresentability Condition} @@ -32,20 +52,4 @@ If the irrepresentability condition holds with $\epsilon > \frac{2}{3}$, then th \end{proposition} -\subsection{The Restricted Eigenvalue Condition} - -In practical scenarios, such as in social networks, recovering only the `significant' edges is a reasonable assumption. This can be done under the less restrictive eigenvalue assumption. Expressing $\gamma$ as a function of the cascade model parameters process is non-trivial. The restricted eigenvalue property is however well behaved in the following sense: - -\begin{lemma} -\label{lem:expected_hessian} -Expected hessian analysis! -\end{lemma} -This result is easily proved by adapting slightly a result from \cite{vandegeer:2009} XXX. Similarly to the analysis conducted in \cite{Daneshmand:2014}, we can show that if the eigenvalue can be showed to hold for the `expected' hessian, it can be showed to hold for the hessian itself. It is easy to see that: - -\begin{proposition} -\label{prop:expected_hessian} -If result holds for the expected hessian, then it holds for the hessian! -\end{proposition} - -It is most likely possible to remove this extra s factor. See sub-gaussian paper by ... but the calculations are more involved. diff --git a/paper/sparse.bib b/paper/sparse.bib index 7d88004..d1abd66 100644 --- a/paper/sparse.bib +++ b/paper/sparse.bib @@ -225,3 +225,48 @@ URL = {http://dx.doi.org/10.1198/016214506000000735}, bibsource = {dblp computer science bibliography, http://dblp.org} } +@article{bickel:2009, +author = "Bickel, Peter J. and Ritov, Ya’acov and Tsybakov, Alexandre B.", +doi = "10.1214/08-AOS620", +fjournal = "The Annals of Statistics", +journal = "Ann. Statist.", +month = "08", +number = "4", +pages = "1705--1732", +publisher = "The Institute of Mathematical Statistics", +title = "Simultaneous analysis of Lasso and Dantzig selector", +url = "http://dx.doi.org/10.1214/08-AOS620", +volume = "37", +year = "2009" +} + +@article{raskutti:10, + author = {Garvesh Raskutti and + Martin J. Wainwright and + Bin Yu}, + title = {Restricted Eigenvalue Properties for Correlated Gaussian Designs}, + journal = {Journal of Machine Learning Research}, + volume = {11}, + pages = {2241--2259}, + year = {2010}, + url = {http://portal.acm.org/citation.cfm?id=1859929}, + timestamp = {Wed, 15 Oct 2014 17:04:32 +0200}, + biburl = {http://dblp.uni-trier.de/rec/bib/journals/jmlr/RaskuttiWY10}, + bibsource = {dblp computer science bibliography, http://dblp.org} +} + +@article{rudelson:13, + author = {Mark Rudelson and + Shuheng Zhou}, + title = {Reconstruction From Anisotropic Random Measurements}, + journal = {{IEEE} Transactions on Information Theory}, + volume = {59}, + number = {6}, + pages = {3434--3447}, + year = {2013}, + url = {http://dx.doi.org/10.1109/TIT.2013.2243201}, + doi = {10.1109/TIT.2013.2243201}, + timestamp = {Tue, 21 May 2013 14:15:50 +0200}, + biburl = {http://dblp.uni-trier.de/rec/bib/journals/tit/RudelsonZ13}, + bibsource = {dblp computer science bibliography, http://dblp.org} +}
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