Ankit Pensia
@ankitpensia.bsky.social
Not a geometric view but this formula (& its multivariate analog) is useful to show that removing points decreases (appropriately-scaled) variance
We found it useful in the context of designing fast robust algo. that downweigh points iteratively arxiv.org/abs/2204.12399 (here, Bₜ = [E wₜ(X)]² Σₜ)
We found it useful in the context of designing fast robust algo. that downweigh points iteratively arxiv.org/abs/2204.12399 (here, Bₜ = [E wₜ(X)]² Σₜ)
November 26, 2024 at 5:32 PM
Not a geometric view but this formula (& its multivariate analog) is useful to show that removing points decreases (appropriately-scaled) variance
We found it useful in the context of designing fast robust algo. that downweigh points iteratively arxiv.org/abs/2204.12399 (here, Bₜ = [E wₜ(X)]² Σₜ)
We found it useful in the context of designing fast robust algo. that downweigh points iteratively arxiv.org/abs/2204.12399 (here, Bₜ = [E wₜ(X)]² Σₜ)