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Orthogonalizing EM: A design-based least squares algorithm

We introduce an efficient iterative algorithm, intended for various least squares problems, based on a design of experiments perspective. The algorithm, called orthogonalizing EM (OEM), works for ordinary least squares and can be easily extended to penalized least squares. The main idea of the proce...

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Publicat a:Technometrics
Autors principals: Xiong, Shifeng, Dai, Bin, Huling, Jared, Qian, Peter Z. G.
Format: Artigo
Idioma:Inglês
Publicat: 2016
Matèries:
Accés en línia:https://ncbi.nlm.nih.gov/pmc/articles/PMC4974022/
https://ncbi.nlm.nih.gov/pubmed/27499558
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1080/00401706.2015.1054436
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