Solution of the linear regression problem using matrix correction methods in the l1 metric

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...

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Bibliographic Details
Published in:Computational mathematics and mathematical physics 2016, Vol.56 (2), p.200-205
Main Authors: Gorelik, V. A., Trembacheva (Barkalova), O. S.
Format: Article
Language:English
Subjects:
Computational Mathematics and Numerical Analysis
Mathematics
Mathematics and Statistics
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Summary: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.
ISSN:0965-5425
1555-6662
DOI:10.1134/S0965542516020081