Learn how the Least Squares Criterion determines the line of best fit for data analysis, enhancing predictive accuracy in finance, economics, and investing.
Abstract: We revisit the problem of differentially private squared error linear regression. We observe that existing state-of-the-art methods are sensitive to the ...
Abstract: This paper proposes a graph linear canonical transform (GLCT) by decomposing the linear canonical parameter matrix into fractional Fourier transform, scale transform, and chirp modulation ...
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