Robust Regression

The development of computational algorithms for iteratively reweighted least square problems [J30] led to an interesting problem concerning the uniform boundedness of scaled projectors [J29] and to further investigation of structured problems, with applications to image deblurring [J80].

Work with Sungwoo Park [J98] made theoretical and computational advances in solving implicitly-weighted least squares problems, including data least squares and total least squares.

[J29]

Dianne P. O'Leary, ``On bounds for scaled projections and pseudoinverses,'' Linear Algebra and Its Applications 132 (1990) 115-117.

[J30]

Dianne P. O'Leary, ``Robust regression computation using iteratively reweighted least squares,'' SIAM Journal of Matrix Analysis and Applications 11 (1990) 466-480.

[J80]

Nicola Mastronardi and Dianne P. O'Leary, ``Fast Robust Regression Algorithms for Problems with Toeplitz Structure," Computational Statistics and Data Analysis, 52:2 (2007), pp. 1119-1131.

[J98]

Sungwoo Park and Dianne P. O'Leary, ``Implicitly-Weighted Total Least Squares," Linear Algebra and Its Applications, (posted June 2010) 435(3) 2011, 560-577 DOI:10.1016/j.laa.2010.06.020 http://dx.doi.org/10.1016/j.laa.2010.06.020