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