A direct method for a regularized least-squares problem
From MaRDI portal
Publication:3011693
DOI10.1002/nla.644zbMath1224.65106OpenAlexW1983647565MaRDI QIDQ3011693
Ingegerd Skoglund, Tommy Elfving
Publication date: 29 June 2011
Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/nla.644
numerical examplescross-validationleast squaresregularization parameterblock matrixQR-factorizationReinsch's methodsubstance transport in rivers
Numerical solutions to overdetermined systems, pseudoinverses (65F20) Ill-posedness and regularization problems in numerical linear algebra (65F22) Ecology (92D40)
Uses Software
Cites Work
- A fast ``Monte-Carlo cross-validation procedure for large least squares problems with noisy data
- Least squares with a quadratic constraint
- Smoothing by spline functions.
- An Algorithm for the Regularization of Ill-Conditioned, Banded Least Squares Problems
- A block-preconditioner for a special regularized least-squares problem
- Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
- Rank-Deficient and Discrete Ill-Posed Problems