> I don't see how assuming the data are IID from a Gaussian is a meager assumption. It's not. Somehow we have failed to communicate accurately. I wrote > Bu

> I don't see how assuming the data are IID from a Gaussian is a meager assumption. It's not. Somehow we have failed to communicate accurately. I wrote > But, with just meager assumptions, commonly can still proceed and know that are still making a best L^2 approximation. In that sentence, I didn't suggest that those "assumptions" were the Gaussian i.i.d. of the previous paragraph. Instead, I left the "assumptions" unspecified. Why? Because there is quite a variety available. But lots of the options are "meager". Typically with more assumptions, can get more results. But for model fitting, building, constructing, discovering, whatever, can still get a lot with next to nothing in assumptions.