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

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          Abstract

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

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          Journal
          02 September 2011
          2011-09-16
          Article
          1109.0489
          9ee5aafc-949f-4eb1-82e6-113db6773eaf

          http://arxiv.org/licenses/nonexclusive-distrib/1.0/

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          Added a communication of R. van handel concerning (3) in the paper
          math.PR math.ST stat.TH

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