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| -rw-r--r-- | notes.tex | 18 |
1 files changed, 14 insertions, 4 deletions
@@ -1,7 +1,7 @@ -\documentclass[twocolumn]{article} +\documentclass{IEEEtran} +%\usepackage{mathptmx} \usepackage[utf8]{inputenc} \usepackage{amsmath,amsthm,amsfonts} -\usepackage{comment} \newtheorem{lemma}{Lemma} \newtheorem{fact}{Fact} \newtheorem{example}{Example} @@ -16,6 +16,7 @@ \DeclareMathOperator{\trace}{tr} \DeclareMathOperator*{\argmax}{arg\,max} \title{Value of data} +\author{Stratis Ionnadis \and Thibaut Horel} \begin{document} \maketitle @@ -160,12 +161,12 @@ The payment received by user $i$ will be denoted by $p_i$. The mechanism should satisfy the following conditions: \begin{itemize} \item \textbf{Normalized} if $s_i = 0$ then $p_i = 0$. - \item \textbf{Indiviually rational} $p_i \geq s_ic_i$. + \item \textbf{Individually rational} $p_i \geq s_ic_i$. \item \textbf{Truthful} $p_i - s_ic_i \geq p_i' - s_i'c_i$, where $p_i'$ and $s_i'$ are the payment and allocation of user $i$ had he reported a cost $c_i'$ different from his true cost $c_i$ (keeping the costs reported by the other users the same). - \item \textbf{Budget feasible} the payments should be withing budget: + \item \textbf{Budget feasible} the payments should be within budget: \begin{displaymath} \sum_{i\in \mathcal{I}} s_ip_i \leq B \end{displaymath} @@ -360,6 +361,15 @@ Finally, we can use the Sylvester's formula to get the result. it is clear that our value function is non-decreasing and submodular. The positivity follows from a direct application of the spectral theorem. + \item the matrix which appears in the value function: + \begin{displaymath} + I_d + \frac{\Sigma}{\sigma^2}X_S^*X_S + \end{displaymath} + is also the inverse of the covariance matrix of the ridge regression + estimator. In optimal experiment design, it is common to use the + determinant of the inverse of the estiamator's covariance matrix as + a mesure of the quality of the predicion. Indeed, this directly relates to + the inverse of the volume of the confidence ellipsoid. \item This value function can be computed up to a fixed decimal precision in polynomial time. \end{enumerate} |
