English

A conjecture concerning optimality of the Karhunen-Loeve basis in nonlinear reconstruction

Probability 2011-09-20 v2 Statistics Theory Statistics Theory

Abstract

We present a conjecture regarding the expectation of the maxima of L2L^2 norms of sub-vectors of a Gaussian vector; this has application to nonlinear reconstruction.

Keywords

Cite

@article{arxiv.1109.0489,
  title  = {A conjecture concerning optimality of the Karhunen-Loeve basis in nonlinear reconstruction},
  author = {Stephane Mallat and Ofer Zeitouni},
  journal= {arXiv preprint arXiv:1109.0489},
  year   = {2011}
}

Comments

Added a communication of R. van handel concerning (3) in the paper