Smoothing with the Best Rectangle Window is Optimal for All Tapered Rectangle Windows
We investigate the optimal selection of weight windows for the problem of weighted least squares. We show that weight windows should be symmetric around its center, which is also its peak. We consider the class of tapered rectangle window weights, which are nonincreasing away from the center. We show that the best rectangle window is optimal for such window definitions. We also extend our results to the least absolutes and more general case of arbitrary loss functions to find similar results.
PDF AbstractTasks
Datasets
Add Datasets
introduced or used in this paper
Results from the Paper
Submit
results from this paper
to get state-of-the-art GitHub badges and help the
community compare results to other papers.
Methods
No methods listed for this paper. Add
relevant methods here
