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Consider four numerical values, say (5,7,98,100).
The median value is the middle value.
Since this is an even number of points, there is no middle.
A way to define the median m mathematically is to choose m
to minimize
| ![\begin{displaymath}
q \quad =\quad\vert m-5\vert + \vert m-7\vert + \vert m-98\vert + \vert m-100\vert \end{displaymath}](img1.gif) |
(1) |
If you plot the function q(m) you find it has a flat spot between
m=7 and m=98.
This illustrates a principle of L1 optimizations:
The minimum residual is unique.
The model, however, is not unique, but is a range.
This is an interesting feature of L1
which differs from our usual least squares L2 experience
where we never get intervals.
With L2, solutions are unique, except for a possible null space,
an infinite family of added solutions.
Having a 5th data point, even if very weakly weighted,
would resolve the ambiguity
so we might be on the track of a Busch-like solution.
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Stanford Exploration Project
4/27/2000