Parameter Transformations for Improved Approximate Confidence Regions in Nonlinear Least Squares
نویسندگان
چکیده
منابع مشابه
Non-Asymptotic Confidence Regions for the Least-Squares Estimate
We propose a new finite sample system identification method, called Sign-Perturbed Sums (SPS), to estimate the parameters of dynamical systems under mild statistical assumptions. The proposed method constructs non-asymptotic confidence regions that include the leastsquares (LS) estimate and are guaranteed to contain the true parameters with a user-chosen exact probability. Our method builds on ...
متن کاملApproximate QR-Based Algorithms for Recursive Nonlinear Least Squares Estiamtion
This paper proposes new approximate QR-based algorithms for recursive nonlinear least squares (NLS) estimation. Two QR decomposition-based recursive algorithms are introduced based on the classical Gauss-Newton (GN) and Levenberg-Marquardt (LM) algorithms in nonlinear unconstrained optimization or least squares problems. Instead of using the matrix inversion formula, recursive QR decomposition ...
متن کاملApproximate Gauss-Newton Methods for Nonlinear Least Squares Problems
The Gauss–Newton algorithm is an iterative method regularly used for solving nonlinear least squares problems. It is particularly well suited to the treatment of very large scale variational data assimilation problems that arise in atmosphere and ocean forecasting. The procedure consists of a sequence of linear least squares approximations to the nonlinear problem, each of which is solved by an...
متن کاملProbabilistic Approximate Least-Squares
Least-squares and kernel-ridge / Gaussian process regression are among the foundational algorithms of statistics and machine learning. Famously, the worst-case cost of exact nonparametric regression grows cubically with the data-set size; but a growing number of approximations have been developed that estimate good solutions at lower cost. These algorithms typically return point estimators, wit...
متن کاملImproved iterative least squares RAKE-combiner using beamspace transformations
Antenna arrays can be used in mobile communication systems to increase capacity and performance. However, as the number of antenna elements grows, the computational burden increases significantly. To reduce the total computational cost, a beamspace transformation is derived, based on the statistical model of the array signal. Although the transformation derived here is applicable to many algori...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1981
ISSN: 0090-5364
DOI: 10.1214/aos/1176345633