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Derviation of the equation 17 in supplemental document #20

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KIMGEONUNG opened this issue Apr 30, 2023 · 1 comment
Open

Derviation of the equation 17 in supplemental document #20

KIMGEONUNG opened this issue Apr 30, 2023 · 1 comment

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@KIMGEONUNG
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Hi, thank you for awesome work.
I'm interested in the theoretical contents in the original paper, and taking hard time to understand
and derivate the equation 17.
Can you explain about the derivation of equation 17?

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@KIMGEONUNG
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KIMGEONUNG commented Apr 30, 2023

Specifically,

$$y = Hx + z, ~z\sim\mathcal{N}(0, \sigma^2_y I) $$

$$ \Rightarrow \bar{y} = V^T x + \Sigma^\dagger U^{-1}z$$

$$ \Rightarrow \bar{y} = \bar{x}_0 + \Sigma^\dagger U^{-1}z$$

at last expression if $U^{-1} = I$, the eq.17 is true, but how do I know that? or
Is there somthing wrong?

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