Question: [ Linear Regression with non-Gaussian noise ] Consider training data ((Xi, yi))i=1..n, where x; E Rd and y; E RR. Suppose yi = x10 +

[ Linear Regression with non-Gaussian noise ] Consider training data ((Xi, yi))i=1..n, where x; E Rd and y; E RR. Suppose yi = x10 + &;, where &; follows a Laplace distribution with mean zero, and 0 E IRd. Show that the maximum likelihood estimate of 0 is given by solving n min [lyi - x:01 i=1

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