Incidence pseudoinverse decomposition 2026-10-06
For a connected graph, the Moore-Penrose inverse of its oriented incidence matrix satisfies , because this product is the orthogonal projection onto . Thus every signal decomposes into its constant mean and . Writing , a sub-Gaussian random vector noise gives a simultaneous bound on with scale .
Past exam of the mathematics course of the University of Cambridge 2016 iii Paper 210 3 d Solution Created 2026-10-03 Updated 2026-10-06
With the usual variance-proxy convention for a sub-Gaussian random vector, every column inner product is a sub-Gaussian random variable with proxy at most . The two-sided Chernoff bound and union bound implywith probability at least . No independence between these inner products is required.
The printed coefficient-one bound is false under this convention. Take , , and with equal probability. This Rademacher random variable has the stipulated variance proxy, but for the printed threshold is less than , whereas surely. Even a general sub-Gaussian assumption does not imply Gaussian concentration inequality for arbitrary Lipschitz functions. Under the stronger convention , the same union bound proves the printed constants. That convention, however, differs from the binomial variance proxy used in 1(b).
Past exam of the mathematics course of the University of Cambridge 2016 iii Paper 210 3 e Solution Created 2026-10-03 Updated 2026-10-06
Let . The columns of have Euclidean norm at most one. Under the usual sub-Gaussian random vector convention, 3(d) justifies the tuning choice , which is independent of . Also , so the Chernoff bound gives with probability at least .
On the intersection of these events, of probability at least , set and . The weighted Young inequality gives for . Applying it to 3(c) and rearranging yields the rigorous boundIf the coefficient-one concentration statement in 3(d) is taken as an extra hypothesis, instead choose ; the identical argument gives precisely the printed coefficient in the first term. Thus the deterministic argument and its risk rate are sound; its concentration constants depend on correcting or strengthening 3(d).