2008.113: Numerical Linear Algebra in Statistical Computing
2008.113: Nicholas J. Higham and G. W. Stewart (1987) Numerical Linear Algebra in Statistical Computing. In: A. Iserles and M. J. D. Powell, (eds). The State of the Art in Numerical Analysis. Oxford University Press, Oxford, UK, pp. 41-57. ISBN 0-19-853614-3
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Abstract
Some of the factors to be considered when applying the techniques of numerical linear algebra to statistical problems are discussed with reference to three particular examples: the use of the normal equations in regression problems; the use of perturbation theory to assess the effects of errors in regression matrices; and the phenomenon of benign degeneracy, in which the numerical problem becomes more difficult even as the associated statistical problem becomes easier.
| Item Type: | Book Section |
|---|---|
| Subjects: | MSC 2000 > 62 Statistics MSC 2000 > 65 Numerical analysis |
| MIMS number: | 2008.113 |
| Deposited By: | Nick Higham |
| Deposited On: | 23 November 2008 |
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