We apply Dykstra's alternating projection algorithm to the constrained least-squares matrix problem that arises naturally in statistics and mathematical economics. In particular, we are concerned with the problem of finding the closest symmetric positive definite bounded and patterned matrix, in the
A least squares algorithm for fitting an ultrametric tree to a dissimilarity matrix
β Scribed by Geert De Soete
- Publisher
- Elsevier Science
- Year
- 1984
- Tongue
- English
- Weight
- 311 KB
- Volume
- 2
- Category
- Article
- ISSN
- 0167-8655
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
In this paper a method is presented for fitting, in the least-squares sense, a bivariate cubic spline function to values of a dependent variable, specified at points on a rectangular grid in the plane of the independent variables. Products of B-splines are used to represent the bicubic splines. The
## Abstract This paper presents a modified version of the NIPALS algorithm for PLS regression with one single response variable. This version, denoted a CFβPLS, provides significant advantages over the standard PLS. First of all, it strongly reduces the overβfit of the regression. Secondly, __R__^2