Reduced rank approximation of matrices has hitherto been possible only by unweighted least squares. This paper presents iterative techniques for obtaining such approximations when weights are ...

We propose a method of least squares approximation (LSA) for unified yet simple LASSO estimation. Our general theoretical framework includes ordinary least squares, generalized linear models, quantile ...

Moving Least Squares (MLS): A method for constructing shape functions by minimising weighted least-squares errors in approximations.