Hello. I'm reading the above paper and I do not understand how they managed to solve eq (17.35) -- i've seen many papers skip through this as trivial and didn't bother to show the method to get there.

I would be grateful is someone could explain the steps from get to the solution given.

Many thanks.


  • $\begingroup$ I understand after the minimisation we get n = h^2...but I don't understand what happens next....how can we relate the cost to the MSE? $\endgroup$ – user39367 Mar 24 '19 at 17:51
  • $\begingroup$ Perhaps this is where I am going wrong....does the minimisation of the cost give n = h^2? $\endgroup$ – user39367 Mar 24 '19 at 18:20
  • $\begingroup$ It is a simple two dimensional optimization with one constraint. Write down the Lagrangian and set its derivatives to zero... Sorry, I am too lazy to do it for you. $\endgroup$ – Alex C Mar 25 '19 at 20:25

I used Latex to write out the process:

Please let me know if you have any questions.

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