Re: [statistics] Pull request for GLSMultipleLinearRegression

2019-06-07 Thread Alexey Dievsky
Hi Eric, as Elena's mentor, I can try to shed some light on this question. IRLS, as used in GLM fitting, does require a matrix, but it's always diagonal. See, for example, https://bwlewis.github.io/GLM/ , section "Algorithm IRLS". The motivation for this pull request is exactly this -- implement a

Re: Fwd: [Math] Tabulated logarithmic factorial

2015-11-19 Thread Alexey Dievsky
, 2015 at 12:29 PM, Alexey Dievsky wrote: > Hi Gilles, > > thanks for your response. I've run a small JMH benchmark of both old > (direct summation) and new (default 16KB tabulation) approaches, and here > are the results: > > Benchmark

Re: Fwd: [Math] Tabulated logarithmic factorial

2015-11-19 Thread Alexey Dievsky
n drop the assisted lookup altogether, reducing the memory footprint. Sincerely, Aleksei Dievskii. On Thu, Nov 19, 2015 at 11:18 AM, Gilles wrote: > Hello. > > On Thu, 19 Nov 2015 10:34:46 +0100, Alexey Dievsky wrote: > >> Hi, >> >> I recently submitted an issue to JIRA (

Fwd: [Math] Tabulated logarithmic factorial

2015-11-19 Thread Alexey Dievsky
Hi, I recently submitted an issue to JIRA ( https://issues.apache.org/jira/browse/MATH-1293) and received an advice to discuss it here. In short, the current implementation of CombinatoricsUtils#factorialLog employs direct summation and thus has linear complexity (O(n) additions and O(n) logs). I