Title
Distance regression by Gauss–Newton-type methods and iteratively re-weighted least-squares
Abstract
We discuss the problem of fitting a curve or surface to given measurement data. In many situations, the usual least-squares approach (minimization of the sum of squared norms of residual vectors) is not suitable, as it implicitly assumes a Gaussian distribution of the measurement errors. In those cases, it is more appropriate to minimize other functions (which we will call norm-like functions) of the residual vectors. This is well understood in the case of scalar residuals, where the technique of iteratively re-weighted least-squares, which originated in statistics (Huber in Robust statistics, 1981) is known to be a Gauss–Newton-type method for minimizing a sum of norm-like functions of the residuals. We extend this result to the case of vector-valued residuals. It is shown that simply treating the norms of the vector-valued residuals as scalar ones does not work. In order to illustrate the difference we provide a geometric interpretation of the iterative minimization procedures as evolution processes.
Year
DOI
Venue
2009
10.1007/s00607-009-0055-6
Computing
Keywords
DocType
Volume
curve and surface fitting · iteratively re-weighted least squares · gauss-newton method · fitting by evolution
Journal
86
Issue
ISSN
Citations 
2-3
1436-5057
3
PageRank 
References 
Authors
0.41
9
2
Name
Order
Citations
PageRank
Martin Aigner130.41
Bert Jüttler2114896.12