Non-asymptotic confidence ellipsoids for the least-squares estimate.

Erik Weyer Marco C. Campi

Published in: Autom. (2002)

Keyphrases

least squares
robust estimation
weighted least squares
confidence intervals
confidence estimates
confidence level
accurate estimation
sparse linear
parameter estimation
finite number
asymptotically optimal
machine learning
fixed point
optical flow
optimal solution
high confidence
large deviations
data mining