Distortion of Random Max Filters over Reflection Groups

Abstract

A max filter with Gaussian templates $a_1,\dots,a_D$ is a $G$-invariant map $\R^d\to\R^D$, where $G$ is a finite reflection group. As $D\to\infty$ its distortion converges a.s to the condition number of $M_G^{1/2}$, where $M_G$ is the second-moment matrix of a standard Gaussian vector moved into a fundamental chamber of $G$. We compute this limit exactly for the sign and dihedral groups, and show it grows as $Θ(\sqrt d)$, $Θ(d^{3/2})$ and $Θ(k)$ for the sign, symmetric and dihedral groups of order $2k$. The symmetric case bound uses a lower bound on the covariance of order statistics. For any finite $G$ we also show that the infimum defining the optimal lower Lipschitz constant of a piecewise-linear $G$-invariant map is a minimum.