Machine Learning, Signal Processing, Bayesian Statistics, Editors Pick, Getting Started.
For example, y = ax + b +ϵ where b is the y when x = 0 or the y-intercept, a is the slope, and ϵ (residual) is modeling the random fluctuation and is distributed with mean 0 and variance σ². Formulate the least square problem by minimizing the expected residual square. But wait a minute this is