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Least Squares Data Fitting with Applications /

"As one of the classical statistical regression techniques, and often the first to be taught to new students, least squares fitting can be a very effective tool in data analysis. Given measured data, we establish a relationship between independent and dependent variables so that we can use the...

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Detalles Bibliográficos
Autor principal: Hansen, Per Christian
Otros Autores: Scherer, Godela, Pereyra, V. (Victor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Baltimore, Md. : Johns Hopkins University Press, 2013.
Colección:Book collections on Project MUSE.
Temas:
Acceso en línea:Texto completo

MARC

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100 1 |a Hansen, Per Christian. 
245 1 0 |a Least Squares Data Fitting with Applications /   |c Per Christian Hansen, Víctor Pereyra, Godela Scherer. 
264 1 |a Baltimore, Md. :  |b Johns Hopkins University Press,  |c 2013. 
264 3 |a Baltimore, Md. :  |b Project MUSE,   |c 2013 
264 4 |c ©2013. 
300 |a 1 online resource (328 pages):   |b illustrations 
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505 0 |a Cover -- Contents -- Preface -- Symbols and Acronyms -- 1 The Linear Data Fitting Problem -- 1.1 Parameter estimation, data approximation -- 1.2 Formulation of the data fitting problem -- 1.3 Maximum likelihood estimation -- 1.4 The residuals and their properties -- 1.5 Robust regression -- 2 The Linear Least Squares Problem -- 2.1 Linear least squares problem formulation -- 2.2 The QR factorization and its role -- 2.3 Permuted QR factorization -- 3 Analysis of Least Squares Problems -- 3.1 The pseudoinverse -- 3.2 The singular value decomposition 
505 0 |a 3.3 Generalized singular value decomposition3.4 Condition number and column scaling -- 3.5 Perturbation analysis -- 4 Direct Methods for Full-Rank Problems -- 4.1 Normal equations -- 4.2 LU factorization -- 4.3 QR factorization -- 4.4 Modifying least squares problems -- 4.5 Iterative refinement -- 4.6 Stability and condition number estimation -- 4.7 Comparison of the methods -- 5 Direct Methods for Rank-Deficient Problems -- 5.1 Numerical rank -- 5.2 Peters-Wilkinson LU factorization -- 5.3 QR factorization with column permutations 
505 0 |a 5.4 UTV and VSV decompositions5.5 Bidiagonalization -- 5.6 SVD computations -- 6 Methods for Large-Scale Problems -- 6.1 Iterative versus direct methods -- 6.2 Classical stationary methods -- 6.3 Non-stationary methods, Krylov methods -- 6.4 Practicalities: preconditioning and stopping criteria -- 6.5 Block methods -- 7 Additional Topics in Least Squares -- 7.1 Constrained linear least squares problems -- 7.2 Missing data problems -- 7.3 Total least squares (TLS) -- 7.4 Convex optimization -- 7.5 Compressed sensing -- 8 Nonlinear Least Squares Problems 
505 0 |a 8.1 Introduction8.2 Unconstrained problems -- 8.3 Optimality conditions for constrained problems -- 8.4 Separable nonlinear least squares problems -- 8.5 Multiobjective optimization -- 9 Algorithms for Solving Nonlinear LSQ Problems -- 9.1 Newtonâ€?s method -- 9.2 The Gauss-Newton method -- 9.3 The Levenberg-Marquardt method -- 9.4 Additional considerations and software -- 9.5 Iteratively reweighted LSQ algorithms for robust data fitting problems -- 9.6 Variable projection algorithm -- 9.7 Block methods for large-scale problems -- 10 Ill-Conditioned Problems 
505 0 |a 10.1 Characterization10.2 Regularization methods -- 10.3 Parameter selection techniques -- 10.4 Extensions of Tikhonov regularization -- 10.5 Ill-conditioned NLLSQ problems -- 11 Linear Least Squares Applications -- 11.1 Splines in approximation -- 11.2 Global temperatures data fitting -- 11.3 Geological surface modeling -- 12 Nonlinear Least Squares Applications -- 12.1 Neural networks training -- 12.2 Response surfaces, surrogates or proxies -- 12.3 Optimal design of a supersonic aircraft -- 12.4 NMR spectroscopy -- 12.5 Piezoelectric crystal identification 
520 |a "As one of the classical statistical regression techniques, and often the first to be taught to new students, least squares fitting can be a very effective tool in data analysis. Given measured data, we establish a relationship between independent and dependent variables so that we can use the data predictively. The main concern of Least Squares Data Fitting with Applications is how to do this on a computer with efficient and robust computational methods for linear and nonlinear relationships. The presentation also establishes a link between the statistical setting and the computational issues. In a number of applications, the accuracy and efficiency of the least squares fit is central, and Per Christian Hansen, Víctor Pereyra, and Godela Scherer survey modern computational methods and illustrate them in fields ranging from engineering and environmental sciences to geophysics. Anyone working with problems of linear and nonlinear least squares fitting will find this book invaluable as a hands-on guide, with accessible text and carefully explained problems."--Publisher's website. 
546 |a English. 
588 |a Description based on print version record. 
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700 1 |a Scherer, Godela. 
700 1 |a Pereyra, V.  |q (Victor) 
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830 0 |a Book collections on Project MUSE. 
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