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| author | jeanpouget-abadie <jean.pougetabadie@gmail.com> | 2015-01-30 10:32:14 -0500 |
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| committer | jeanpouget-abadie <jean.pougetabadie@gmail.com> | 2015-01-30 10:32:14 -0500 |
| commit | 2ea212ea11dd8cde1c6fc380c1ba136276a22a43 (patch) | |
| tree | b07b2bf30ce6ce81a0af4ec4cfe2608199992647 /paper/sections/assumptions.tex | |
| parent | 6491c0bccc42818cd9d71c1c6fd4bd9af953db2e (diff) | |
| download | cascades-2ea212ea11dd8cde1c6fc380c1ba136276a22a43.tar.gz | |
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| -rw-r--r-- | paper/sections/assumptions.tex | 11 |
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diff --git a/paper/sections/assumptions.tex b/paper/sections/assumptions.tex index a697d38..cff1051 100644 --- a/paper/sections/assumptions.tex +++ b/paper/sections/assumptions.tex @@ -1,11 +1,16 @@ +In this section, we compare the main assumption of \cite{Daneshmand:2014}, commonly known as the {\it irrepresentability condition}, to the restricted eigenvalue condition. We argue that the restricted eigenvalue is weaker and more likely to hold in practical situations. + \subsection{The Irrepresentability Condition} -\cite{Daneshmand:2014} rely on an `incoherence' condition on the hessian of the likelihood function. It is in fact easy to see that their condition is equivalent to the more commonly called {\it (S, s)-irrepresentability} condition: +\cite{Daneshmand:2014} rely on an `incoherence' condition on the hessian of the likelihood function. It is in fact easy to see that their condition is equivalent to the more commonly called {\it (S,s)-irrepresentability} condition: \begin{definition} -Following similar notation, let $Q^* \nabla^2 f(\theta^*)$. Let $Q_{S^C,S} XXX$, the {\it (S, s)-irrepresentability} condition is defined as: +Following similar notation, let $Q^* \defeq \nabla^2 f(\theta^*)$. Let $S$ and $S^c$ be the set of indices of all the parents and non-parents respectively and $Q_{S,S}$, $Q_{S^c,S}$, $Q_{S, S^c}$, and $Q_{S^c, S^c}$ the induced sub-matrices. + + +The {\it (S,s)-irrepresentability} condition is defined as: \begin{equation} -blabla +\nu_{\text{irrepresentable}}(S) \defeq \max_{\tau \in \mathbb{R}^p \ :\ \| \tau \|_{\infty} \leq 1} \|Q_{S^c, S} Q_{S, S}^{-1} \tau\|_{\infty} \end{equation} \end{definition} |
