Abstract:
Linear regression models have a wide range of applications in statistics, signal processing, and machine learning. In this Lecture Notes column we will examine the perfor...Show MoreMetadata
Abstract:
Linear regression models have a wide range of applications in statistics, signal processing, and machine learning. In this Lecture Notes column we will examine the performance of the least-squares (LS) estimator with a focus on the case when there are more parameters than training samples, which is often overlooked in textbooks on estimation.
Published in: IEEE Signal Processing Magazine ( Volume: 40, Issue: 3, May 2023)