Mean as a Projection
This tutorial explains how mean can be viewed as an orthogonal projection onto a subspace defined by the span of an all 1’s vector (i.e., basis vector). Suppose that \( \vec{y} \in \mathbb{R}^n \) and \( L \subset \mathbb{R}^n\) is the span defined by the space of vector \( \vec{x} \), namely, \( \vec{x}=\left[\begin{array}{ccc}1\\1\\ …\\ … Read more