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Jun
4
asked Tail bounds on the sum of independent variables with known tail bounds
May
22
awarded  Altruist
May
22
accepted Computing bottom $k$-eigenspace of a matrix via top $k$-eigenspace of another matrix
May
22
comment Computing bottom $k$-eigenspace of a matrix via top $k$-eigenspace of another matrix
Yes, Will, I am indeed considering the absolute values of the eigenvalues. The problem with the inverse is that it is about as expensive as the full eigendecomposition.
May
22
comment Probability that one folded normal is bigger than another?
I would love to see your sketch.
May
22
comment Computing bottom $k$-eigenspace of a matrix via top $k$-eigenspace of another matrix
Why should the bottom eigenvectors of $R$ be the same here as the bottom eigenvectors of $S$?
May
22
comment Computing bottom $k$-eigenspace of a matrix via top $k$-eigenspace of another matrix
Thank you for your comment. You are right. I have modified the question to reflect my real wish, which is a matrix that is less expensive to compute than the full eigendecomposition or inverse.
May
22
revised Computing bottom $k$-eigenspace of a matrix via top $k$-eigenspace of another matrix
added 108 characters in body
May
20
asked Probability that one folded normal is bigger than another?
May
20
comment Computing volume of an ellipsoid with a cone about its major axis removed?
3d case is not so bad and specific equations for the cone are also not bad in this case
May
18
revised Equation of a cone in $\mathbb{R}^n$ formed by taking all points within angle $\alpha$ of a line.
added 164 characters in body
May
18
asked Equation of a cone in $\mathbb{R}^n$ formed by taking all points within angle $\alpha$ of a line.
May
18
asked Computing volume of an ellipsoid with a cone about its major axis removed?
May
16
awarded  Investor
May
14
asked Computing bottom $k$-eigenspace of a matrix via top $k$-eigenspace of another matrix
Apr
14
awarded  Tumbleweed
Apr
8
accepted Simple question about inequality involving eigenvalue of a matrix and a scaled version of that matrix
Apr
7
asked How can you convert elliptical distribution expression to covariance matrix and vice versa?
Apr
1
revised Simple question about inequality involving eigenvalue of a matrix and a scaled version of that matrix
edited body
Mar
30
revised Simple question about inequality involving eigenvalue of a matrix and a scaled version of that matrix
edited body