Quantcast
Channel: Active questions tagged expected-value - Mathematics Stack Exchange
Viewing all articles
Browse latest Browse all 1310

Expected maximum of a multivariable function from sampling

$
0
0

Say we have a function $f(x_1,x_2,x_3,\ldots,x_n): \mathbb R^n \mapsto \mathbb R$ and $n$ independent random variables $X_1, X_2, X_3, \ldots, X_n \in \mathbb R$.

Given a positive number $s \in \mathbb N$, what is the expected maximum of $f$ with $s$ samples?That is, let $x_{i1}, x_{i2}, \ldots, x_{is}$ be $s$ independent samples from $X_i$, for each $i \in [n]$, we want to compute$$\mathbb{E} \max_{j \in [s]} f(x_{1j}, x_{2j}, \ldots, x_{nj}).$$

Some special cases are:

  • $s = 1 \Rightarrow \mathbb{E} \max_{j \in [s]} f(x_{1j}, x_{2j}, \ldots, x_{nj}) = \mathbb{E}_{x_1 \sim X_1, \ldots, X_n \sim X_n} f(x_{1}, x_{2}, \ldots, x_{n})$
  • $s \to \infty \Rightarrow \mathbb{E} \max_{j \in [s]} f(x_{1j}, x_{2j}, \ldots, x_{nj}) \to \max_{x_1, \ldots, x_n} f(x_{1j}, x_{2j}, \ldots, x_{nj})$

General cases:

  • I know that we can write$$\Pr[\max_{j \in [s]} f(x_{1j}, x_{2j}, \ldots, x_{nj}) \leq t] = (\Pr[f(x_{1}, x_{2}, \ldots, x_{n}) \leq t])^s,$$but this does not directly give us the expectation
  • I am wondering whether we can compute (or estimate) the expectation, at least for some special forms of $f$ (e.g., linear functions)

Viewing all articles
Browse latest Browse all 1310

Trending Articles



<script src="https://jsc.adskeeper.com/r/s/rssing.com.1596347.js" async> </script>