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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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Detalles Bibliográficos
Publicado en:Technometrics
Main Authors: Xiong, Shifeng, Dai, Bin, Huling, Jared, Qian, Peter Z. G.
Formato: Artigo
Idioma:Inglês
Publicado: 2016
Assuntos:
Acceso en liña: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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