Stochastic Optimization Algorithm Applied to Least Median of Squares Regression
نویسنده
چکیده
The paper presents a stochastic optimization algorithm for computing of least median of squares regression (LMS) introduced by (Rousseeuw and Leroy 1986). As the exact solution is hard to obtain a random approximation is proposed, which is much cheaper in time and easy to program. A MATLAB program is included.
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تاریخ انتشار 1992