Iteratively reweighted least squares
So, it turns out that when you're doing scientific work, and you need to make sure you do a mathematical problem correctly, and so round up a room full of mathematicians to explain the ideal way to solve a problem.....
They do! Seriously, this was an enormous shock. There I was, thinking "well, I'll just write the likelihood function, and then iterate over the parameter space, or maybe use an annealing method, blah blah blah," and they schooled me on the analytical poisson likelihood maximization method to the point where I now realize it can be done analytically, right down to the hessian matrix. Wow, is my face red.
Okay, seriously though, I'm probably actually going to use IRLS, like the title line says, because my math still sucks, and I don't actually have the money to have my room full of "reweighted squares" around all the time. :(
Indeed, I'm now going to consider "room full of mathematicians" a special skill that I can call upon once I've built up my "energy" bar far enough by hammering away at the "x" button until the level rises.
"what are you doing?"
"almost...got it....this is the only way to get past the stage 4 miniboss..."
"is that why you're bashing away on that controller?"
"yeah....I....got it!!"
Room full of mathematicians!!!! *cool music and FMV*
"Sweet!"
"Okay, I'll go get coffee and be back. Room full of mathematicians is the longest summon in the game..."
They do! Seriously, this was an enormous shock. There I was, thinking "well, I'll just write the likelihood function, and then iterate over the parameter space, or maybe use an annealing method, blah blah blah," and they schooled me on the analytical poisson likelihood maximization method to the point where I now realize it can be done analytically, right down to the hessian matrix. Wow, is my face red.
Okay, seriously though, I'm probably actually going to use IRLS, like the title line says, because my math still sucks, and I don't actually have the money to have my room full of "reweighted squares" around all the time. :(
Indeed, I'm now going to consider "room full of mathematicians" a special skill that I can call upon once I've built up my "energy" bar far enough by hammering away at the "x" button until the level rises.
"what are you doing?"
"almost...got it....this is the only way to get past the stage 4 miniboss..."
"is that why you're bashing away on that controller?"
"yeah....I....got it!!"
Room full of mathematicians!!!! *cool music and FMV*
"Sweet!"
"Okay, I'll go get coffee and be back. Room full of mathematicians is the longest summon in the game..."