Lecture
Recursive Least-Squares: Weighted Formulation
Related lectures (100)
Convex Optimization Tutorial: KKT Conditions
Explores KKT conditions in convex optimization, covering dual problems, logarithmic constraints, least squares, matrix functions, and suboptimality of covering ellipsoids.
Inference: Poisson Regression
Covers iterative weighted least squares, model checking, Poisson regression, and fitting multinomial models using Poisson errors.
Time Series: Common Models
Covers common time series models, trend removal, and seasonality adjustment techniques.
Geographically Weighted Regression
Introduces Geographically Weighted Regression (GWR) for exploring spatial non-stationarity in variable relationships.
Bias-Variance Tradeoff in Ridge Estimation
Explores the bias-variance tradeoff in ridge estimation, showcasing how a bit of bias can enhance mean squared error by reducing variance.
Facial Modelling: An Interdisciplinary Approach
Explores interdisciplinary research in facial modelling, focusing on anatomical curves, valley curves, and Procrustes registration.
Estimation and Forecasting in Time Series
Explores estimation, forecasting, and model comparison in time series analysis using real data examples to motivate the study.
Time Series: Spectral Estimation & Yule Walker
On Time Series explores Spectral Estimation, Yule Walker method, and ARIMA models.
Parameter estimation
Covers the concept of parameter estimation using the least square method.
Detecting and Correcting Parameter Errors in Power Grids
Covers the detection and correction of parameter errors in power grids, focusing on statistical properties, error identification, computational efficiency, sensitivity analysis, and robust state estimation.