Home | 18.01 | Chapter 30

Tools    Index    Up    Previous    Next


30.2 Discussion

It sometimes happens that you have reason to believe that a large portion of the difference, sj - s, decrease as j increases at some fixed rate, c, with 1 > c > 0, while the rest of this difference decreases even faster., giving us |sj -s| c |sj -1 -s|.

The method described in the next section allows us to get rid of the portion of  sj -s that decreases by a factor of c, which improves the convergence rate of the sequence. By employing this method once or twice you can obtain new predictors, tj or uj that are much closer to s than sj is.