Timeline for Least square error problem ill conditioning
Current License: CC BY-SA 4.0
10 events
when toggle format | what | by | license | comment | |
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Jul 10, 2023 at 6:04 | vote | accept | user8469759 | ||
Jun 19, 2023 at 2:19 | comment | added | user8469759 | How is $f_{c;p}$ positive definite iff $p \leq 2$. Wouldn't this hold also for $p = 4$? (any even number). | |
Jun 18, 2023 at 17:55 | comment | added | Iosif Pinelis | @user8469759 : I explained in the answer what I mean by "borderline" positive definite. What do you think is unclear in that explanation? | |
Jun 18, 2023 at 17:55 | comment | added | Iosif Pinelis | @user8469759 : For the definition of a characteristic function, see this. For a characteristic function being positive definite, see this. For the characteristic function of a normal distribution, see this. | |
Jun 18, 2023 at 3:34 | comment | added | user8469759 | I think I understand the idea. Which is a similar intuition as mine. What I was wondering however if there's some what to measure this ill conditioning (conditioning number could be one of it). | |
Jun 18, 2023 at 3:26 | comment | added | user8469759 | I am digesting the answer. Can you clarify what you mean by "characteristic function of normal distribution". Also what do you mean by "borderline positive definite", how are you assessing the borderline? | |
Jun 16, 2023 at 15:39 | history | edited | Iosif Pinelis | CC BY-SA 4.0 |
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Jun 16, 2023 at 14:40 | history | edited | Iosif Pinelis | CC BY-SA 4.0 |
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Jun 16, 2023 at 14:33 | history | edited | Iosif Pinelis | CC BY-SA 4.0 |
added 377 characters in body
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Jun 16, 2023 at 14:18 | history | answered | Iosif Pinelis | CC BY-SA 4.0 |