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xadhominemx
1y ago
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It’s not because of analytical convenience, it’s because of the central limit theorem.
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jampekka
1y ago
Not everything is a linear combination of large number of (IID) samples, and thus not everything is gaussian distributed.
kgwgk
1y ago
You’re implying that many things are though.
jampekka
1y ago
Yes, and I was explicit about it in another comment in this post.
kgwgk
1y ago
Ok, so we all agree that in most cases the reason to minimize square error is that it’s the appropriate thing to minimize - not that it has an analytical solution, convenience or tradition.
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