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seen Jun 26 at 14:25

Dec
17
awarded  Popular Question
Feb
11
asked Minimizing L4/ L6/ L2N norm for linear regression
Feb
11
comment Orthonormal Matrix weighted regression
$Q$ is an $m \times n$ matrix with $m>>n$.
Feb
11
comment Orthonormal Matrix weighted regression
I think they are right but I could be making a basic error. I used your comment to set the normal equation up as $x=Q'W^{-1}QQ'Wb$. $QQ'$ is not $I$ as only the columns are orthonormal. Will appreciate if you can confirm that this makes sense. Thanks.
Feb
11
asked Orthonormal Matrix weighted regression
Feb
11
accepted QR factorization for ridge regression
Feb
11
comment QR factorization for ridge regression
Yes I meant QR factorization of $\Delta$ from $A$. Poster Adam W has guided me in the correct direction. Thanks.
Feb
10
asked QR factorization for ridge regression
Nov
29
awarded  Scholar
Nov
29
accepted Correlated Poisson Distribution
Nov
27
awarded  Editor
Nov
27
comment Derivative of $H$ with respect to $W$
Thanks for pointing that out.
Nov
27
revised Derivative of $H$ with respect to $W$
edited title
Nov
27
asked Derivative of $H$ with respect to $W$
Nov
26
comment Correlated Poisson Distribution
Michael, the simplest possibility was indeed what I had in mind. Thanks for the input learner. I have upvoted both and found this helpful after reading the answers Bivariate Poisson and Diagonal Inflated Bivariate Poisson Regression Models in R
Nov
26
awarded  Supporter
Nov
26
awarded  Student
Nov
26
asked Correlated Poisson Distribution