Weighted-Average Least Squares (WALS): Confidence and Prediction Intervals [PDF]
Computational Economics, 2021 AbstractWe consider inference for linear regression models estimated by weighted-average least squares (WALS), a frequentist model averaging approach with a Bayesian flavor. We propose a new simulation method that yields re-centered confidence and prediction intervals by exploiting the bias-corrected posterior mean as a frequentist estimator of a ...
De Luca G., Magnus J., Peracchi F.
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Communication efficient distributed weighted non-linear least squares estimation
EURASIP Journal on Advances in Signal Processing, 2018 The paper addresses design and analysis of communication-efficient distributed algorithms for solving weighted non-linear least squares problems in multi-agent networks.
Anit Kumar Sahu +3 more
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Application of the Iterated Weighted Least-Squares Fit to counting experiments [PDF]
, 2019 Least-squares fits are an important tool in many data analysis applications. In this paper, we review theoretical results, which are relevant for their application to data from counting experiments.
Dembinski, Hans +2 more
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Separations, 2018 It is necessary to determine the limit of detection when validating any analytical method. For methods with a linear response, a simple and low labor-consuming procedure is to use the linear regression parameters obtained in the calibration to estimate ...
Juan M. Sanchez
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Boosted optimal weighted least-squares [PDF]
Mathematics of Computation, 2022 This paper is concerned with the approximation of a function u u in a given subspace V m V_m of dimension m m from evaluations of the function at n n suitably chosen points. The aim is to construct an approximation of u u in V
Haberstich, Cécile +2 more
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PERFORMING IMPROVED TWO-STEP CAMERA CALIBRATION WITH WEIGHTED TOTAL LEAST-SQUARES [PDF]
The International Archives of the Photogrammetry, Remote Sensing and Spatial Information Sciences, 2012 In order to improve the Tsai's two-step camera calibration method, we present a camera model which accounts for major sources of lens distortion, namely: radial, decentering, and thin prism distortions.
J. Lu
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Greedy Sensor Selection for Weighted Linear Least Squares Estimation Under Correlated Noise
IEEE Access, 2022 Optimization of sensor selection has been studied to monitor complex and large-scale systems with data-driven linear reduced-order modeling. An algorithm for greedy sensor selection is presented under the assumption of correlated noise in the sensor ...
Keigo Yamada +3 more
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A Monte Carlo Comparison of Regression Estimators When the Error Distribution is Long-Tailed Symmetric [PDF]
, 2009 The performances of the ordinary least squares (OLS), modified maximum likelihood (MML), least absolute deviations (LAD), Winsorized least squares (WIN), trimmed least squares (TLS), Theil’s (Theil) and weighted Theil’s (Weighted Theil) estimators are ...
Mutan, Oya Can, Şenoğlu, Birdal
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2-D iteratively reweighted least squares lattice algorithm and its application to defect detection in textured images [PDF]
, 2006 In this paper, a 2-D iteratively reweighted least squares lattice algorithm, which is robust to the outliers, is introduced and is applied to defect detection problem in textured images.
Ercil, Aytul +7 more
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Recursive weighted least squares estimation algorithm based on minimum model error principle
Defence Technology, 2021 Kalman filter is commonly used in data filtering and parameters estimation of nonlinear system, such as projectile's trajectory estimation and control. While there is a drawback that the prior error covariance matrix and filter parameters are difficult ...
Xiaoyun Lei, Zhian Zhang
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