New Chebyshev bounds
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analysis.tex
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analysis.tex
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@ -327,9 +327,41 @@ Substituting $\Delta = k\sigma \rightarrow k = \frac{\Delta}{\sigma} \rightarrow
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\begin{equation*}
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Pr\left[~|X - \mu|~> \Delta~\right] < \frac{\sigma^2}{\Delta^2}
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\end{equation*}
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\AH{This next bit needs to be redone.}
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For the case when $\Delta = \mu\epsilon$, taking both Chebyshev bounds, setting them equal to each other, simplifying and solving for $\sketchCols$ results in
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\begin{align*}
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\frac{\sigma^2}{\Delta^2} &= \frac{1}{3}\\
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\frac{\norm{\genV}_2^2 \cdot \left(|\pw|\right) + \norm{\genV}_1^2}{\sketchCols \norm{\genV}_1^2 \cdot \epsilon^2} &= \frac{1}{3}\\
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\frac{3\norm{\genV}_2^2\left(|\pw|\right) + \norm{\genV}_1^2}{\norm{\genV}_1^2 \cdot \epsilon^2} &= \sketchCols
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\end{align*}
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A brief digression is desirable for the purpose of simply the above bounds. Recall the Cauchy Schwarts inequality which states:
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\[\sum_i a_i \cdot b_i \leq \norm{a}_2 \cdot \norm{b}_2\].
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The L1 norm can be expanded to the following expression,
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\[\norm{\genV}_1 = \sum_{\wVec \in \pw} 1 \cdot \genVParam{\wVec}.\]
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Notice that the constant term can be viewed as a vector of $1$'s with size $n$ (the size of $\genV$). Calling this vector $x$ and taking the L2 norm gives\begin{align}
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\norm{x} &= \sqrt{1_1^2 + 1_2^2 + \cdots + 1_n^2}\nonumber\\
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&= \sqrt{n * 1} \nonumber\\
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&= \sqrt{n}\nonumber\\
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&= \sqrt{|\pw|}\label{eq:w-card}
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\end{align}
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By \eqref{eq:w-card} and Cauchy Swarts, we then have
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\[
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\norm{\genV}_1 \leq \sqrt{|\pw|} \cdot \norm{\genV}_2,
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\]
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which squared yields
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\[
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\norm{\genV}_1^2 \leq |\pw| \cdot \norm{\genV}_2^2.
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\]
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Substituting the Cauchy Schwarts bounds into the Chebyshev calculations gives
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\begin{align}
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&\sketchCols \leq \frac{3\norm{\genV}_2^2\left(|\pw|\right) + \norm{\genV}_2^2\left(|\pw|\right)}{\norm{\genV}_2\sqrt{|\pw|}}\nonumber\\
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&\sketchCols \leq \frac{4\norm{\genV}_2^2\left(|\pw|\right)}{\norm{\genV}_2\sqrt{|\pw|}}\nonumber\\
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&\sketchCols \leq 4\norm{\genV}_2\sqrt{|\pw|}
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\end{align}
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\AH{\textbf{BEGIN}: Old Bound calculations}
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\begin{align*}
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\frac{\sigma^2}{\Delta^2} &= \frac{1}{3}\\
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\frac{ 2^{2N}\big(\frac{2\prob}{\sketchCols}\big)}{\mu^2\epsilon^2} &= \frac{1}{3}\\
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@ -348,6 +380,7 @@ Setting $\Delta = \epsilon\numWorlds$ gives
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\end{align*}
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Other cases for $\Delta$ can be solved similarly.
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\AH{\textbf{END}: Old Bound calculations}
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