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Sequential Sampling for Optimal Weighted Least Squares Approximations in Hierarchical Spaces.

Benjamin ArrasMarkus BachmayrAlbert Cohen
Published in: SIAM J. Math. Data Sci. (2019)
Keyphrases
  • weighted least squares
  • conditional expectation
  • least squares
  • closed form
  • optimal solution
  • worst case
  • missing data
  • sample size
  • linear regression