Timeline for On the relation between solution of random least squares and expected least squares with constraints
Current License: CC BY-SA 4.0
8 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jun 24, 2022 at 20:30 | vote | accept | Samrat Mukhopadhyay | ||
| Jun 24, 2022 at 20:29 | comment | added | Samrat Mukhopadhyay | Thanks for your comment. | |
| Jun 24, 2022 at 18:05 | comment | added | Iosif Pinelis | @SamratMukhopadhyay : Concerning non-convex sets, it was said, in somewhat other words, that small differences between $v$ and $Ev$ may lead to large differences between $\hat w$ and $w^*$. So, for general non-convex sets, you cannot get a concentration result. | |
| Jun 24, 2022 at 17:51 | comment | added | Samrat Mukhopadhyay | what I meant to say is that I think this does not answer fully the question for non-convex sets. For convex sets, this is indeed very interesting and that's why I thank you. | |
| Jun 24, 2022 at 16:46 | comment | added | Iosif Pinelis | @SamratMukhopadhyay : Why does it not answer your question? Your least-squares solutions are exactly what is usually called the projections -- as in the linked previous answer at math.stackexchange.com/questions/3272169/… | |
| Jun 24, 2022 at 15:38 | comment | added | Samrat Mukhopadhyay | The projection approach is quite interesting! Although it does not fully answer my question, this is really helpful! Thanks a lot! | |
| Jun 24, 2022 at 13:52 | history | edited | Iosif Pinelis | CC BY-SA 4.0 |
added 130 characters in body
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| Jun 24, 2022 at 13:47 | history | answered | Iosif Pinelis | CC BY-SA 4.0 |