Bayesian Games for Adversarial Regression Problems (Online Appendix)
نویسندگان
چکیده
The matrix φ(cd) diag (cl)φ(cd) and hence the expectation ∫ φ(cd) diag (cl)φ(cd)dq(cd) is positive semidefinite for any adversary’s strategy φ(cd). Thus, all eigenvalues λi ≥ 0 are non-negative. The corresponding eigenvectors are additionally eigenvectors of Im + ∫ φ(cd) diag (cl)φ(cd)dq(cd) with eigenvalues 1 + λi > 0. Thus, the inverse matrix exists independently of the choice of φ. This proves the claim.
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