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Creators/Authors contains: "Ierley, Glenn"

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  1. ; ; (, Physics Letters A)
    Linear least squares (LLS) is perhaps the most common method of data analysis, dating back to Legendre, Gauss and Laplace. Framed as linear regression, LLS is also a backbone of mathematical statistics. Here we report on an unexpected new connection between LLS and random walks. To that end, we introduce the notion of a random walk based on a discrete sequence of data samples (data walk). We show that the slope of a straight line which annuls the net area under a residual data walk equals the one found by LLS. For equidistant data samples this result is exact and holds for an arbitrary distribution of steps. 
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    Free, publicly-accessible full text available June 1, 2026
  2. ; (, Physical Review E)
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  3. ; (, Physical Review E)
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  4. ; (, Physical Review E)
    null (Ed.)
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  5. ; ; (, Computer Physics Communications)
    null (Ed.)
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  6. ; (, Physical Review X)
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