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00:59
@quid - I pinged you just to make sure that you see barto's reply.
@MartinSleziak thanks. I merged, and kept a synonym (for now, not sure if it's worth it, but I think it is one with not much risk.).
Not sure whether it's possible that you will find the time to make a post on meta about this, but I thought I might remind you this issue:
Dec 9 '17 at 16:55, by quid
While being on that page I approved a bunch of syns. In the not too distant future I hope to go through the entire list. Then I'll revisit the max-min thing, too.
01:14
Maybe tomorrow. Well, technically today. You get the idea.
 
9 hours later…
10:09
A new tag was created by pointguard0.
0
Q: Minimax bounds on estimation of Gaussian mean

pointguard0Suppose $X_1, \dots, X_n \sim^{\text{iid}} \mathcal{N}(\theta, \sigma^2 I_p)$ and $\sigma^2$ is known. Define the risk as follows $$ \mathcal{R}(\theta_1, \theta_2) = \mathbb{E} \|\theta_1 - \theta_2\|_2^2. $$ Then, it can be shown that $$ \sup_{\overline{\theta} \in \Theta} \mathcal{R}(\overline...

In statistical decision theory, where we are faced with the problem of estimating a deterministic parameter (vector) θ ∈ Θ {\displaystyle \theta \in \Theta } from observations x ∈ X , {\displaystyle x\in {\mathcal {X}},} an estimator (estimation rule) δ M {\displaystyle \delta ^{M}\,\!} is called minimax if its maximal...
The word minimax refers to a few things in mathematics. WP: Minimax and Minimax (disambiguation).
 
6 hours later…
15:50
The tag was created by Rodrigo de Azevedo, including a short tag-excerpt.
3
Q: Operator norm calculation for simple matrix

abina shrSuppose $$ A = \left( \begin{array}{cc} 1 & 4 \\ 5 & 6 \end{array}\right) $$ How do I calculate $\|A\|_{\text{OP}}$? I know the definition of operator norm, but I am clueless on how to calculate it for real example like this. Can somebody please give me a step-by-step instruction on how to d...

0
Q: Is the spectral norm a Lipschitz function with respect to the spectral norm?

JohnI was wondering if the spectral norm is a Lipschitz function with respect to the spectral norm. How can we prove whether it is or not? In other words, is $$\big| \|X\| - \|Y\| \big| \le L \|X-Y\|$$ for some $L$?

4
Q: Spectral norm minimization via semidefinite programming

Marcus118Given symmetric matrices $A_0, A_1, \dots, A_n \in \mathbb R^{m \times m}$, let $A(x) := A_0 + x_1 A_1 +\cdots + x_n A_n$. How to formulate the following unconstrained spectral minimization problem as a semidefinite program? $$\min_{x \in \mathbb R^n} \|A(x)\|_2$$ Can anyone please help on this...

-1
Q: Is the spectral norm submultiplicative?

Tim vor der BrückI wonder if the $2$-norm or spectral norm is also submultiplicative for non-square matrices, i.e., $$\| A B \|_2 \leq \| A \|_2 \cdot \| B \|_2$$ if the number of columns of $A$ coincides with the number of rows of $B$. In the literature I can only find a statement about square matrices. Thank...

3
Q: Spectral norm minimization

kongI was reading the use of semidefinite programs to formulate the matrix norm minimization but am having trouble trying to understand it. I'd also like to understand it at a more intuitive level. [Boyd and Vandenberghe: Convex optimization $\S$ 4.6.3] Matrix norm minimization Let $A(x...

21
Q: Why does the spectral norm equal the largest singular value?

mathemageThis may be a trivial question yet I was unable to find an answer: $$\left \| A \right \| _2=\sqrt{\lambda_{\text{max}}(A^{^*}A)}=\sigma_{\text{max}}(A)$$ where the spectral norm $\left \| A \right \| _2$ of a complex matrix $A$ is defined as $$\text{max} \left\{ \|Ax\|_2 : \|x\| = 1 \right\}$$...

8
Q: Meaning of the spectral norm of a matrix

valIs there an intuitive meaning for the spectral norm of a matrix? Why would an algorithm calculate the relative recovery in spectral norm between two images (i.e. one before the algorithm and the other after)? Thanks

16:16
I realized that we only have but nothing for answers or posts generically. Not sure what to do. Maybe rename the existing tag?
 
2 hours later…
18:07
@quid That sounds quite reasonably to me. (Perhaps and could be synonyms?)
Just for comparison, situation on Mathematics Meta is not ideal either: ther is tag (locked) - with synonym locking - and separate tags (locked-questions) and (locked-answers).

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