The Advanced Photon Source
a U.S. Department of Energy Office of Science User Facility

A Casual Introduction to Least-squares Fitting

A Casual Introduction to Least-squares Fitting: A [mostly] descriptive approach

Presentation Goal
  • Introduce linear algebra notation, show how it is used for least-squares minimization and explore some of the strengths and weaknesses of least-squares. Particular emphasis is made on understanding how parameter correlation occurs and its effect on fitting.
  • Format: PDF slides or a RealPlayer video of the slides with accompanying audio
Presentation Outline
  1. Linear Algebra: a cheap intro
  2. Least-Squares Minimization
    • Linear
    • Non-linear
  3. Least-square's weakness: Correlation
  4. Uncertainty estimation for fitted parameters
  5. Resistance: one bad point can do you in