Linear least squares (LLS) is the least squares approximation of linear functions to data. It is a set of formulations for solving statistical problems...
34 KB (5,375 words) - 12:13, 4 May 2025
Non-linear least squares is the form of least squares analysis used to fit a set of m observations with a model that is non-linear in n unknown parameters...
28 KB (4,539 words) - 08:58, 21 March 2025
method of least squares is a mathematical optimization technique that aims to determine the best fit function by minimizing the sum of the squares of the...
36 KB (5,243 words) - 19:58, 10 June 2025
Weighted least squares (WLS), also known as weighted linear regression, is a generalization of ordinary least squares and linear regression in which knowledge...
14 KB (2,249 words) - 19:40, 6 March 2025
statistics, ordinary least squares (OLS) is a type of linear least squares method for choosing the unknown parameters in a linear regression model (with...
65 KB (9,098 words) - 10:14, 3 June 2025
In constrained least squares one solves a linear least squares problem with an additional constraint on the solution. This means, the unconstrained equation...
5 KB (664 words) - 04:19, 2 June 2025
orthogonal regression, and can be applied to both linear and non-linear models. The total least squares approximation of the data is generically equivalent...
20 KB (3,298 words) - 16:34, 28 October 2024
The method of iteratively reweighted least squares (IRLS) is used to solve certain optimization problems with objective functions of the form of a p-norm:...
6 KB (820 words) - 19:40, 6 March 2025
methods for linear least squares entails the numerical analysis of linear least squares problems. A general approach to the least squares problem m i...
10 KB (1,526 words) - 14:55, 1 December 2024
In statistics, generalized least squares (GLS) is a method used to estimate the unknown parameters in a linear regression model. It is used when there...
18 KB (2,846 words) - 23:54, 25 May 2025
Coefficient of determination (redirect from Coefficient of determination in a multiple linear model)
In some cases, as in simple linear regression, the total sum of squares equals the sum of the two other sums of squares defined above: S S res + S S...
45 KB (6,216 words) - 05:14, 27 February 2025
Partial least squares (PLS) regression is a statistical method that bears some relation to principal components regression and is a reduced rank regression;...
23 KB (2,972 words) - 17:50, 19 February 2025
Levenberg–Marquardt algorithm (redirect from Levenberg-Marquardt nonlinear least squares fitting algorithm)
damped least-squares (DLS) method, is used to solve non-linear least squares problems. These minimization problems arise especially in least squares curve...
22 KB (3,211 words) - 07:50, 26 April 2024
LOESS and LOWESS thus build on "classical" methods, such as linear and nonlinear least squares regression. They address situations in which the classical...
34 KB (5,833 words) - 01:45, 21 May 2025
identified cluster is then subject to a verification procedure in which a linear least squares solution is performed for the parameters of the affine transformation...
69 KB (9,275 words) - 23:51, 7 June 2025
; Hanson, Richard J. (1995). "23. Linear Least Squares with Linear Inequality Constraints". Solving Least Squares Problems. SIAM. p. 161. doi:10.1137/1...
9 KB (935 words) - 17:14, 19 February 2025
Nonlinear regression (redirect from Non-linear regression)
global minimum of a sum of squares. For details concerning nonlinear data modeling see least squares and non-linear least squares. The assumption underlying...
10 KB (1,394 words) - 21:00, 17 March 2025
Conversely, the least squares approach can be used to fit models that are not linear models. Thus, although the terms "least squares" and "linear model" are...
75 KB (10,482 words) - 17:25, 13 May 2025
stipulation that the ordinary least squares (OLS) method should be used: the accuracy of each predicted value is measured by its squared residual (vertical distance...
32 KB (5,331 words) - 19:00, 25 April 2025
Projection matrix (section Ordinary least squares)
A few examples are linear least squares, smoothing splines, regression splines, local regression, kernel regression, and linear filtering. When the weights...
13 KB (1,831 words) - 21:07, 14 April 2025
method for training artificial neural networks. The simple example of linear least squares is used to explain a variety of ideas in online learning. The ideas...
25 KB (4,747 words) - 08:00, 11 December 2024
has simple closed forms, and can be parameterized with data using linear least squares. The Marchenko–Pastur distribution is important in the theory of...
22 KB (2,620 words) - 07:59, 2 May 2025
Cholesky decomposition (category Numerical linear algebra)
is guaranteed and must be verified. Non-linear least squares may be also applied to the linear least squares problem by setting x 0 = 0 {\displaystyle...
56 KB (8,348 words) - 18:46, 28 May 2025
Gauss–Newton algorithm (category Least squares)
Gauss–Newton algorithm is used to solve non-linear least squares problems, which is equivalent to minimizing a sum of squared function values. It is an extension...
26 KB (4,177 words) - 23:00, 11 June 2025
number of variables in the linear system exceeds the number of observations. In such settings, the ordinary least-squares problem is ill-posed and is...
27 KB (4,910 words) - 06:53, 16 June 2025
Piecewise linear function Linear approximation Linear interpolation Discontinuous linear map Linear least squares "The term linear function means a linear form...
5 KB (652 words) - 04:16, 25 February 2025
Moore–Penrose inverse (category Numerical linear algebra)
the pseudoinverse is to compute a "best fit" (least squares) approximate solution to a system of linear equations that lacks an exact solution (see below...
47 KB (7,644 words) - 15:51, 13 April 2025
LAPACK (redirect from Linear Algebra Package)
It provides routines for solving systems of linear equations and linear least squares, eigenvalue problems, and singular value decomposition. It also includes...
14 KB (1,105 words) - 15:49, 13 March 2025
Simultaneous equations model (redirect from Three-stage least squares)
\,} This is already a simple general linear model, and it can be estimated for example by ordinary least squares. Unfortunately, the task of decomposing...
26 KB (3,353 words) - 16:51, 2 January 2025
Least-squares spectral analysis (LSSA) is a method of estimating a frequency spectrum based on a least-squares fit of sinusoids to data samples, similar...
28 KB (3,354 words) - 11:45, 30 May 2024