SVD与主成分的关系:特征值越大,方差越大。 三、Robust regression鲁棒线性回归(Laplace/Student似然+均匀先验) 因为先验服从均匀分布,所以求鲁棒线性回归即求Laplace/Student最大似然。在heavy tail(奇异点较多)情况下用鲁棒线性回归,因为Laplace/Student分布比高斯分布更鲁棒。 似然函数为: 由于零点不可微,所以求解析解...
At the present time there is no well accepted test for comparing least squares and robust linear regression coefficient estimates. To fill this gap we propose and demonstrate the efficacy of two Wald-like statistical tests for the above purposes, using for robust regression the class of MM-...
We will review a number of different computational approaches for robust linear regression but focus on oneâiteratively reweighted least-squares (IRLS). The weight functions that we discuss are a part of a semi-portable subroutine library called ROSEPACK (RObust Statistical Estimation ...
Robust regression uses a method called iteratively reweighted least squares to assign a weight to each data point. This method is less sensitive to large changes in small parts of the data. As a result, robust linear regression is less sensitive to outliers than standard linear regression. Iterat...
Least median of squares and iteratively re‐weighted least squares as robust linear regression methods for fluorimetric determination of α‐lipoic acid in capsules in ideal and non‐ideal cases of linearityfluorescence quenchingiteratively re‐weighted least squares...
5) robust universal least squares method 抗差泛最小二乘法 1. Consider the linear regression model by therobust universal least squares methodfor the first time,the robust universal least squares estimator is attained. 首次用抗差泛最小二乘法考虑线性回归模型 ,得到了抗差泛最小二乘估计 ;然后 ,研...
least squareHuber M MethodWe applied four methods of linear regression; the least squares, Huber M, least absolute deviations and nonparametric to several distributional assumptions. The same sets of simulated data were used and MSE, MAD and biases of these methods were compared. The least ...
Least squares regression (LSR) is one of the ... T Yang,S Zhou,Z Zhang - 《Signal Processing the Official Publication of the European Association for Signal Processing》 被引量: 0发表: 2022年 Model for Predicting NO_x Emission from Boilers Based on MWOA-LSSVM Integration Finally, the sub...
orthogonal regression [正交回归: 假设输入和响应变量中的误差方差相同或者比率已知，由此最小化与学习回归...
regress performs ordinary least-squares linear regression. regress can also perform weighted estimation, compute robust and cluster–robust standard errors, and... Q Start 被引量: 0发表: 0年 A new empirical model for indoor propagation prediction () Citation Context ...actors different techniques ...