Separable least squares, variable projection, and the Gauss-Newton algorithm

zbMath1180.62097MaRDI QIDQ836705

Michael R. Osborne

Publication date: 8 September 2009

Published in: ETNA. Electronic Transactions on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/117655

zbMATH Keywords

scoringrate of convergenceconsistencyNewton's methodlaw of large numbersmaximum likelihoodnonlinear least squareslarge data setsrandom errorsexpected HessianKaufman's modification

Mathematics Subject Classification ID

Linear inference, regression (62J99) General nonlinear regression (62J02) Numerical methods for mathematical programming, optimization and variational techniques (65K99)

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Numerical approximation of partial differential equations by a variable projection method with artificial neural networks ⋮ Constrained numerical optimization methods for blind deconvolution ⋮ An efficient computational approach for multiframe blind deconvolution ⋮ Variable Projection for NonSmooth Problems ⋮ Large-Scale Inverse Problems in Imaging ⋮ The variable projection algorithm in time-resolved spectroscopy, microscopy and mass spectrometry applications ⋮ Variable Projection for NonSmooth Problems

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