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This article is cited in 5 scientific papers (total in 5 papers)
Solution of the linear regression problem using matrix correction methods in the $l_1$ metric
V. A. Gorelika, O. S. Trembacheva (Barkalova)b a Dorodnicyn Computing Center, Russian Academy of Sciences, ul. Vavilova 40, Moscow, 119333, Russia
b Moscow State Pedagogical University, ul. Malaya Pirogovskaya 1, Moscow, 119882, Russia
Abstract:
The linear regression problem is considered as an improper interpolation problem. The metric $l_1$ is used to correct (approximate) all the initial data. A probabilistic justification of this metric in the case of the exponential noise distribution is given. The original improper interpolation problem is reduced to a set of a finite number of linear programming problems. The corresponding computational algorithms are implemented in MATLAB.
Key words:
data processing, regression problem, matrix correction, maximum likelihood method, exponential distribution.
Received: 12.05.2015
Citation:
V. A. Gorelik, O. S. Trembacheva (Barkalova), “Solution of the linear regression problem using matrix correction methods in the $l_1$ metric”, Zh. Vychisl. Mat. Mat. Fiz., 56:2 (2016), 202–207; Comput. Math. Math. Phys., 56:2 (2016), 200–205
Linking options:
https://www.mathnet.ru/eng/zvmmf10337 https://www.mathnet.ru/eng/zvmmf/v56/i2/p202
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