Separable least squares, variable projection, and the Gauss-Newton algorithm
zbMATH Open1180.62097MaRDI QIDQ836705FDOQ836705
Authors: Michael R. Osborne 
Publication date: 8 September 2009
Published in: ETNA - Electronic Transactions on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/117655
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consistencymaximum likelihoodrate of convergencescoringlaw of large numbersNewton's methodnonlinear least squareslarge data setsrandom errorsexpected HessianKaufman's modification
General nonlinear regression (62J02) Linear inference, regression (62J99) Numerical methods for mathematical programming, optimization and variational techniques (65K99)
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- Constrained numerical optimization methods for blind deconvolution
- On the separable nonlinear least squares problems
- Variable Projection for NonSmooth Problems
- A full-Newton approach to separable nonlinear least squares problems and its application to discrete least squares rational approximation
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- An efficient computational approach for multiframe blind deconvolution
- Large-Scale Inverse Problems in Imaging
- Algorithms for structured Gauss-Markov regression
- Numerical approximation of partial differential equations by a variable projection method with artificial neural networks
- Secant variable projection method for solving nonnegative separable least squares problems
- Variants of the Greville Formula with Applications to Exact Recursive Least Squares
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- Separable nonlinear least squares: the variable projection method and its applications
- Tikhonov regularized variable projection algorithms for separable nonlinear least squares problems
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