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Statistical Condition Estimation for Linear Least Squares

SIAM Journal on Matrix Analysis and Applications, 1998
The paper deals with the application of statistical condition estimation (SCE) to the full-column-rank linear least squares problems. It is shown that, in such cases, SCE can use the explicit Fréchet derivative of the linear squares problems and it requires about the same amount of computation as other condition estimation methods.
Charles S. Kenney   +2 more
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Condition Numbers for Structured Least Squares Problems

BIT Numerical Mathematics, 2006
The authors study the normwise perturbation theory for structured least squares problems. The structures under investigation are symmetric, persymmetric, skewsymmetric, Toeplitz and Hankel. The authors present the condition numbers for structured least squares.
Xu, W., Wei, Y., Qiao, S.
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The Conditional Least Squares Method for Thermocouples Error Modeling

2013 IEEE 7th International Conference on Intelligent Data Acquisition and Advanced Computing Systems (IDAACS), 2013
The problems in modeling of consequences of thermocouples electrodes degradation processes are considered in this paper. It is showed that application of the least squares method (LSM) leads to bias in estimated model coefficients a when free member is equal to zero.
Orest Kochan
exaly   +3 more sources

Polynomial least squares approximations with Ill-conditioned bases

Computing, 1977
In this note we point out that polynomial least squares approximations may be unstable in coefficient space and stable in L2. That is, an ill-conditioned basis may produce large errors in particular coefficients yet the L2 error is small. An explanation of this phenomenon is offered.
Gerard R. Richter, William L. Steiger
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Convergence conditions of the least squares method

Journal of Mathematical Sciences, 1994
Least squares estimation of parameters is considered. Sufficient conditions of strong consistency are obtained for a regression model in the presence of random errors.
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Condition Numbers of the Multidimensional Total Least Squares Problem

SIAM Journal on Matrix Analysis and Applications, 2017
Summary: We present the Kronecker-product-based formulae for the normwise, mixed, and componentwise condition numbers of the multidimensional total least squares (TLS) problem. For easy estimation, we also exhibit Kronecker-product-free upper bounds for these condition numbers.
Bing Zheng   +2 more
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The condition of the least‐squares finite element matrices

International Journal for Numerical Methods in Engineering, 2015
SummaryA universal, practical, a priori, numerical procedure is presented by which to realistically bind the spectral condition number of the global stiffness matrix generated by the finite element least‐squares method. The procedure is then applied to second and fourth‐order problems in one and two dimensions to show that the condition of the global ...
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Sensitivity and Conditioning of the Truncated Total Least Squares Solution

SIAM Journal on Matrix Analysis and Applications, 2013
We present an explicit expression for the condition number of the truncated total least squares (TLS) solution of $Ax \approx b$. This expression is obtained using the notion of the Frechet derivative. We also give upper bounds on the condition number, which are simple to compute and interpret.
Serge Gratton   +2 more
openaire   +3 more sources

Conditional least squares estimation for the SINAR(1, 1) process

Communications in Statistics - Simulation and Computation, 2021
This paper presents the conditional least squares (CLS) estimation procedure for the class of first-order spatial integer-valued autoregressive processes, denote by SINAR(1, 1).
Gilberto Pereira Sassi   +1 more
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Condition Numbers and Least Squares Regression

2007
Many problems in geometric modelling require the approximation of a set of data points by a weighted linear combination of basis functions. This yields an over-determined linear algebraic equation, which is usually solved in the least squares (LS) sense. The numerical solution of this problem requires an estimate of its condition number, of which there
openaire   +2 more sources

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