The element-wise weighted total least-squares problem

DOI10.1016/J.CSDA.2004.07.014MaRDI QIDQ959147zbMATH OpenOpenAlexFDO

Authors Ivan Markovsky, Maria Luisa Rastello, Amedeo Premoli, A. Kukush, Sabine Van Huffel

Publication date 11 December 2008

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://eprints.soton.ac.uk/263293/1/ewtls_published.pdf

zbMATH Keywords

non-convex optimizationtotal least squaresmultivariate errors-in-variables modelre-weighted least-squaresunequally sized errors

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05) Numerical solutions to overdetermined systems, pseudoinverses (65F20)

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Cites work

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• An Analysis of the Total Least Squares Problem
• Analysis and Properties of the Generalized Total Least Squares Problem $AX \approx B$ When Some or All Columns in A are Subject to Error
• Consistency of elementwise-weighted total least squares estimator in a multivariate errors-in-variables model \(AX=B\)
• Consistency of regression estimates when some variables are subject to error
• Structured total least squares and \(L_ 2\) approximation problems

Cited in

(20)

• TLS-EM algorithm of mixture density models for exponential families
• Left vs, right representations for solving weighted low-rank approximation problems
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• Asymptotic normality of total least squares estimator in a multivariate errors-in-variables model \(AX = B\)
• Approximate low-rank factorization with structured factors
• Editorial: Total least squares and errors-in-variables modeling
• Perturbation analysis and condition numbers of scaled total least squares problems
• Local influence assessment in heteroscedastic measurement error models
• Detecting and isolating abrupt changes in linear switching systems
• Weighted LS and TLS approaches yield asymptotically equivalent results
• A priori weighting for parameter estimation
• The Weighted Nonnegative Least-Squares Problem with Implicitly Characterized Points
• Iteratively reweighted total least squares for PEIV model
• EIV regression with bounded errors in data: total `least squares' with Chebyshev norm
• Consistency of the structured total least squares estimator in a multivariate errors-in-variables model
• Improving the weighted least squares estimation of parameters in errors-in-variables models
• 2nd special issue on matrix computations and statistics
• EIV-based interference alignment scheme with CSI uncertainties
• scientific article; zbMATH DE number 7404279 (Why is no real title available?)
• Incremental method for multiple line detection problem -- iterative reweighted approach

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