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最小平方残差中位数回归的时间与空间高效算法AI 解读

The least median of squared residuals regression line (or LMS line) is that line y = ax + b for which the median of the residuals |yi - axi - b |2 is minimized over all choices of a and b. If we rephrase the traditional ordinary least squares (OLS) problem as finding the a and b that minimize the mean of | yi - axi - b |2, one can see that in a formal sense LMS just replaces a “mean” by a “median.” This way of describing LMS regression does not do justice to the remarkable…

非参数密度估计收敛速率的下界AI 解读

If $f_n(x)$ is any estimator of the density $f(x),$ it is proved that the mean integrated square error is no better than $O(n^{-1}).$