Randomized Least Squares Regression - Combining Model- and Algorithm-Induced Uncertainties

Randomized Least Squares Regression - Combining Model- and Algorithm-Induced Uncertainties

Simons Institute via YouTube Direct link

Objective

3 of 14

3 of 14

Objective

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Randomized Least Squares Regression - Combining Model- and Algorithm-Induced Uncertainties

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  1. 1 Intro
  2. 2 Least Squares/Regression Models
  3. 3 Objective
  4. 4 Existing Work
  5. 5 Model-Induced Uncertainty
  6. 6 Perturbed Solution
  7. 7 Example: Hat Matrix, and Comparison Hat Matrix
  8. 8 Multiplicative Perturbation Bounds
  9. 9 Conditioning on S. Mean
  10. 10 Conditioning on S: Variance
  11. 11 Conditioning on S: Summary
  12. 12 Combined Uncertainty: Mean
  13. 13 Combined Uncertainty: Variance
  14. 14 Example: Best Case for Uniform Sampling

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