---
title: "Stochastic Robust Least Squares"
source: https://www.jemoka.com/posts/kbhstochastic_robust_least_squares/
---

Consider the Robust Approximation problem:
Robust Approximation Minimize \(\norm{Ax - b}\) with uncertain \(A\); two approaches&mdash;
stochastic: minimize \(\mathbb{E}\norm{Ax -b }\) worst-case: set \(\mathcal{A}\) of possible values of \(A\), minimize \(\text{sup}_{A \in A} \norm{Ax - b}\)
