Separable least squares, variable projection, and the Gauss-Newton algorithm

MaRDI QIDQ836705zbMATH OpenFDO

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, http://www.emis.de/journals/ETNA/vol.28.2007/pp1-15.dir/pp1-15.html

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zbMATH Keywords

consistencymaximum likelihoodrate of convergencescoringlaw of large numbersNewton's methodnonlinear least squareslarge data setsrandom errorsexpected HessianKaufman's modification

Mathematics Subject Classification ID

General nonlinear regression (62J02) Linear inference, regression (62J99) Numerical methods for mathematical programming, optimization and variational techniques (65K99)

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• Large-Scale Inverse Problems in Imaging
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• Variable projection for nonlinear least squares problems
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• Tikhonov regularized variable projection algorithms for separable nonlinear least squares problems
• A full-Newton approach to separable nonlinear least squares problems and its application to discrete least squares rational approximation

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