Non-asymptotic confidence ellipsoids for the least squares estimate.
Erik WeyerMarco C. CampiPublished in: CDC (2000)
Keyphrases
- least squares
- robust estimation
- weighted least squares
- confidence intervals
- confidence estimates
- worst case
- confidence level
- curve fitting
- parameter estimation
- three dimensional
- accurate estimation
- sparse linear
- objective function
- bayesian networks
- decision trees
- high confidence
- confidence measure
- large deviations
- information retrieval
- database