## Variance Estimation in Heteroscedastic Regression

Posted on Mon 29 August 2022 in Programming • Tagged with Programming, Machine Learning

Most of the times, the regression models we need to fit don't have a constant standard deviation, but rather one that is some function of $x$. In this article, I try to learn a model with variance varying linearly as a function of x: kind of like a *regression on variance*

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