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26 lines
1010 B
TeX
26 lines
1010 B
TeX
\section{DeltaSoup: Detailed Filter Analysis}
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\label{app:filter-analysis}
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\begin{proposition}[Filter False Positive Rate]
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\label{prop:fpr}
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Under Assumption~\ref{ass:diversity}, the fraction of honest experiences
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filtered by the MAD filter (Eq.~\ref{eq:filter}) with threshold $\tau = 2$
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is bounded by:
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\begin{equation}
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P(\text{honest filtered}) \leq \frac{d \cdot \mathrm{Var}[|\Delta|]}{4 \sigma_h^2}.
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\end{equation}
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For well-clustered libraries with $\mathrm{Var}[|\Delta|] \ll \sigma_h^2$,
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this is negligible.
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\end{proposition}
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\begin{proof}
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An honest experience $\hat{\bm{e}}_m$ is filtered when its mean normalized
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deviation exceeds $\tau = 2$. By Markov's inequality:
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$P(\bar{D}_m > 2) \leq \bar{D}_m / 2 \leq d \cdot \mathrm{Var}[|\Delta|] / (4 \sigma_h^2)$,
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where we used $\mathbb{E}[\bar{D}_m] = d \cdot \mathrm{Var}[|\Delta|] / \sigma_h^2$
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(the mean deviation of honest values from the coordinate-wise median is
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proportional to the variance of $|\Delta|$ relative to $\sigma_h$).
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\end{proof}
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