From bafcf82fffb026345b2d9ea94e4100d1574c57ac Mon Sep 17 00:00:00 2001 From: Thibaut Date: Tue, 17 Jul 2012 13:34:28 -0700 Subject: Add second version of the notes --- notes2.tex | 51 +++++++++++++++++++++++++++++++++++++++++++++++++++ 1 file changed, 51 insertions(+) create mode 100644 notes2.tex diff --git a/notes2.tex b/notes2.tex new file mode 100644 index 0000000..51d50ba --- /dev/null +++ b/notes2.tex @@ -0,0 +1,51 @@ +\documentclass{article} +\usepackage[utf8]{inputenc} +\usepackage{amsmath,amsthm,amsfonts} +\usepackage{comment} +\newtheorem{lemma}{Lemma} +\newtheorem{fact}{Fact} +\newtheorem{example}{Example} +\newcommand{\var}{\mathop{\mathrm{Var}}} +\newcommand{\condexp}[2]{\mathop{\mathbb{E}}\left[#1|#2\right]} +\newcommand{\expt}[1]{\mathop{\mathbb{E}}\left[#1\right]} +\newcommand{\norm}[1]{\lVert#1\rVert} +\newcommand{\tr}[1]{#1^*} +\newcommand{\ip}[2]{\langle #1, #2 \rangle} +\newcommand{\mse}{\mathop{\mathrm{MSE}}} +\newcommand{\trace}{\mathop{\mathrm{tr}}} +\begin{document} + +\section{Problem} + +\begin{itemize} +\item $D = (x_i)_{1\leq i\leq n}$ +\item $(x_i)_{1\leq i\leq n}$ sampled in an i.i.d fashion from $\mu$ +\end{itemize} + +There is a function $F$ and you are interested in estimating the value +$F(\mu)$. We assume that you have an estimation scheme $\tilde{F}$, +which given a set of data points $S$ returns an estimation +$\tilde{F}(S)$ which is optimal in some sense. Your also given a +revenue function $R$ which is a decreasing function of the estimation +error. Then the value $V$ of the databse is defined by: +\begin{displaymath} + V(D) = \max_{S\subseteq D} R\left(| F(\mu) - \tilde{F} |\right) +\end{displaymath} + +\begin{example} + +\end{example} + +\begin{fact} + + \begin{itemize} + \item If $R$ is decreasing then $V$ is increasing in the size of $D$. + \item If $R$ is concave then $V$ is supermodular. + \end{itemize} +\end{fact} + +\begin{proof} + +\end{proof} + +\end{document} \ No newline at end of file -- cgit v1.2.3-70-g09d2