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22 April 2022 A sampling method of dependent variable for least square regression
Huali Chen, Peng Wang
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Proceedings Volume 12163, International Conference on Statistics, Applied Mathematics, and Computing Science (CSAMCS 2021); 121632V (2022) https://doi.org/10.1117/12.2627638
Event: International Conference on Statistics, Applied Mathematics, and Computing Science (CSAMCS 2021), 2021, Nanjing, China
Abstract
In this paper, we present a quasi-optimal sampling strategy for ordinary least square (LSQ) regression. The quasi-optimal sampling strategy allows one to determine efficient sampling positions of the dependent variable when only a few samples of independent variables are available. We also present a greedy algorithm for its implementation and demonstrated its high efficiency and fast convergence via numerical experiments.
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Huali Chen and Peng Wang "A sampling method of dependent variable for least square regression", Proc. SPIE 12163, International Conference on Statistics, Applied Mathematics, and Computing Science (CSAMCS 2021), 121632V (22 April 2022); https://doi.org/10.1117/12.2627638
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KEYWORDS
Chaos
Complex systems
Error analysis
Integrated circuits
Optimization (mathematics)
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