Timeline for Equivalence of minimizing trace and determinant over matrix quadratic form in multivariate regression
Current License: CC BY-SA 4.0
6 events
when toggle format | what | by | license | comment | |
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Apr 24 at 7:08 | vote | accept | respectableuser1 | ||
Apr 24 at 7:03 | comment | added | respectableuser1 | Yes I see it. Thank you very much for your time. | |
Apr 24 at 1:24 | comment | added | Iosif Pinelis | @respectableuser1 : It is shown here that $Q(B_*)\lesssimeq Q(B)$ for all $B$, where $\lesssimeq$ is the Loewner order. That $\lesssimeq$ is a partial order does not diminish this fact. Somewhat similarly, $0\lesssimeq B^T B$ for all $B$, even though $\lesssimeq$ is only a partial order. Do you see it now? | |
Apr 23 at 7:13 | comment | added | respectableuser1 | Thank you. Since the Loewner order is only a partial ordering, can we actually make the conclusion that $B_{*}$ is a minimizer (wrt. the ordering) over all $k \times p$ matrices $B$? | |
Apr 22 at 16:01 | history | edited | Iosif Pinelis | CC BY-SA 4.0 |
added 445 characters in body
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Apr 22 at 15:48 | history | answered | Iosif Pinelis | CC BY-SA 4.0 |