论文标题
使用最佳矩形窗口平滑对于所有锥形矩形窗口都是最佳的
Smoothing with the Best Rectangle Window is Optimal for All Tapered Rectangle Windows
论文作者
论文摘要
我们研究了加权最小二乘问题的最佳重量窗口选择。我们表明，重量窗口应在其中心周围对称，这也是它的峰值。我们考虑锥形矩形窗口重量的类别，它们远离中心。我们表明，最佳的矩形窗口对于此类窗口定义是最佳的。我们还将结果扩展到最小的绝对措施和更一般的任意损失函数案例，以找到相似的结果。
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.
