4 ms·
That sounds neat. Have you got a reference to it handy?
by hessenwolf 11y ago
That sounds neat. Have you got a reference to it handy?
- yummyfajitas 11y agoI don't know of any references, most of this is just stuff that falls out pretty easily once you try and do the math, and that's probably faster than reading a book. I.e., set up maximal likelihood, take logs, and you immediately get least squares for g(x) a gaussian. If g(x)=exp(-|x|), you get l1 minimization. Other distributions give you other things. The general topic to investigate is robust regression: https://en.wikipedia.org/wiki/Robust_regression https://en.wikipedia.org/wiki/Robust_regression