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The least squares method allows fitting parameters of a mathematical model from experimental data. This article proposes a general approach of this method. After introducing the method and giving a formal definition, the transitivity of the…

Optimization and Control · Mathematics 2015-02-27 Benjamin Lenoir

Level-sensitive latches are widely used in high- performance designs. For such circuits efficient statistical timing analysis algorithms are needed to take increasing process vari- ations into account. But existing methods solving this…

Other Computer Science · Computer Science 2017-05-16 Bing Li , Ning Chen , Ulf Schlichtmann

We consider the problem of estimating the distance, or range, between two locations by measuring the phase of multiple sinusoidal signals transmitted between the locations. Traditional estimators developed for optical interferometry include…

Information Theory · Computer Science 2016-09-21 Assad Akhlaq , Robby McKilliam , Ramanan Subramanian , Andre Pollok

Pulsar timing observations are usually analysed with least-square-fitting procedures under the assumption that the timing residuals are uncorrelated (statistically "white"). Pulsar observers are well aware that this assumption often breaks…

Instrumentation and Methods for Astrophysics · Physics 2015-05-28 W. Coles , G. Hobbs , D. J. Champion , R. N. Manchester , J. P. W. Verbiest

Time-dependent ensemble averages, i.e., trajectory-based averages of some observable, are of importance in many fields of science. A crucial objective when interpreting such data is to fit these averages (for instance, squared…

Data Analysis, Statistics and Probability · Physics 2018-05-09 Karl Fogelmark , Michael A. Lomholt , Anders Irback , Tobias Ambjornsson

Least-squares models such as linear regression and Linear Discriminant Analysis (LDA) are amongst the most popular statistical learning techniques. However, since their computation time increases cubically with the number of features, they…

Machine Learning · Computer Science 2018-03-28 Matthias S. Treder

This paper studies two spectrum estimation methods for the case that the samples are obtained at a rate lower than the Nyquist rate. The first method is the correlogram method for undersampled data. The algorithm partitions the spectrum…

Statistics Theory · Mathematics 2013-11-25 Mahdi Shaghaghi , Sergiy A. Vorobyov

Least squares estimation, a regression technique based on minimisation of residuals, has been invaluable in bringing the best fit solutions to parameters in science and engineering. However, in dynamic environments such as in Geomatics…

Computational Engineering, Finance, and Science · Computer Science 2018-04-17 C. P. E. Agbachi

This paper studies the problem of parameter estimation in resonant, acoustic fluid-structure interaction problems over a wide frequency range. Problems with multiple resonances are known to be subjected to local minima, which represents a…

Computational Physics · Physics 2019-03-06 Peter Göransson , Jacques Cuenca , Timo Lähivaara

The frequency-domain properties of nonstationary functional time series often contain valuable information. These properties are characterized through its time-varying power spectrum. Practitioners seeking low-dimensional summary measures…

Methodology · Statistics 2021-03-12 Pramita Bagchi , Scott A. Bruce

The problem of fitting experimental data to a given model function $f(t; p_1,p_2,\dots,p_N)$ is conventionally solved numerically by methods such as that of Levenberg-Marquardt, which are based on approximating the Chi-squared measure of…

Optimization and Control · Mathematics 2017-03-14 Alberto Herrera-Gomez , R. Michael Porter

Overtones are known to improve the performance of fits to the ringdown, both in numerical-relativity simulations and gravitational-wave observations. Although the overtone frequencies are a concrete prediction of general relativity, it…

General Relativity and Quantum Cosmology · Physics 2025-12-10 Erin Coleman , Eliot Finch

The paper addresses the model reduction problem for linear and nonlinear systems using the notion of least squares moment matching. For linear systems, the main idea is to approximate a transfer function by ensuring that the interpolation…

Optimization and Control · Mathematics 2021-10-13 Alberto Padoan

In the linear minimum mean square error (LMMSE) estimation for orthogonal frequency division multiplexing (OFDM) systems, the problem about the determination of the algorithm's parameters, especially those related with channel frequency…

Signal Processing · Electrical Eng. & Systems 2021-07-13 Kai Mei , Jun Liu , Xiaoran Liu , Jun Xiong , Xiaoying Zhang , Jibo Wei

This paper proposes and analyzes fully data driven methods for inference about the mean function of a stochastic process from a sample of independent trajectories of the process, observed at discrete time points and corrupted by additive…

Methodology · Statistics 2009-05-20 F. Bunea , M. H. Wegkamp , A. E. Ivanescu

We deal with the problem of the mean square optimal estimation of linear transformations of the unobserved values of a continuous time stochastic process with periodically correlated increments. Estimates are based on observations of the…

Statistics Theory · Mathematics 2024-02-12 Maksym Luz , Mikhail Moklyachuk

Time series analysis from gravitational-wave detectors often relies on the assumption that time chunks, or frequency bins, are uncorrelated. We discuss the validity of this approximation in the context of searches for stochastic…

General Relativity and Quantum Cosmology · Physics 2026-02-16 Quentin Baghi , Nikolaos Karnesis , Jean-Baptiste Bayle

Error-in-variables regression is a common ingredient in treatment effect estimators using panel data. This includes synthetic control estimators, counterfactual time series forecasting estimators, and combinations. We study high-dimensional…

Statistics Theory · Mathematics 2021-04-20 David A. Hirshberg

We consider a group synchronization problem with multiple frequencies which involves observing pairwise relative measurements of group elements on multiple frequency channels, corrupted by Gaussian noise. We study the computational phase…

Statistics Theory · Mathematics 2024-06-06 Anastasia Kireeva , Afonso S. Bandeira , Dmitriy Kunisky

Before new clinical measurement methods are implemented in clinical practice, it must be confirmed whether their results are equivalent to those of existing methods. The agreement of the trend between these methods is evaluated using the…

Methodology · Statistics 2021-03-01 Mayu Hiraishi , Kensuke Tanioka , Toshio Shimokawa