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Iteratively reweighted least squares - Wikipedia
The method of iteratively reweighted least squares (IRLS) is used to solve certain optimization probl ems with objective functions of the form of a p-norm: IRLS is used to find the maximum likelihood estimates of a generalized linear model, and in robust regression to find an M-estimator, as a way of mitigating the influence of outliers in an otherwise normally-distributed data set, for example, by
takado 2010/04/11
Lp norm linear regression by IRLS

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IMRAD - Wikipedia
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takado 2009/08/08
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Bhattacharyya distance - Wikipedia
In statistics, the Bhattacharyya distance is a quantity which represents a notion of similarity between two probability distributions.[1] It is closely related to the Bhattacharyya coefficient, which is a measure of the amount of overlap between two statistical samples or populations. It is not a metric, despite being named a "distance", since it does not obey the triangle inequality. Both the Bha
takado 2009/05/31
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