0
$\begingroup$

I am looking for ideas to not only solve the least square problem, but to enforce errors to be roughly similar. One idea I had is to add the variance of errors in the classical Ordinary Least Square problem.

My criterion with respect to matrix A, x and y being vectors, would be as follow: $$ J(A) = \mu_e + \lambda\sigma_e $$ where $$ \mu_e = ||Ax-y||²=\sum{e_i}=\sum||Ax_i - y_i||² $$ and $$ \sigma_e = \sum (e_i - \mu_e)² $$

A problem that arise here is there would be a term in power of 4 of A, which seems overly complicated. Any idea on techniques that tackle such problems? I am also open to other ideas to make errors lie in a similar range.

Thanks

New contributor
Bubble is a new contributor to this site. Take care in asking for clarification, commenting, and answering. Check out our Code of Conduct.
$\endgroup$

Your Answer

Bubble is a new contributor. Be nice, and check out our Code of Conduct.

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.