Least squares method
Método de mínimos cuadrados
- Date
- 1805 · confidence high
- Place
- Paris, France
- Credited to
- Adrien-Marie Legendre (publication, 1805); Gauss (in use since 1795, published 1809 with probabilistic justification)
- People
- 👤 Adrien-Marie Legendre1752–1833👤 Carl Friedrich Gauss1777–1855
- Field
- Knowledge & symbols
⚠️ Disputed: the sources disagree.
What was discovered
Parameter estimation by minimising the sum of the squares of the residuals, which Gauss used to recover the orbit of the asteroid Ceres. It is the most widely used data-fitting procedure in science.
A Legendre-Gauss priority dispute; Gauss claimed prior use, which enraged Legendre.
What it led to
- statistical regression
- error theory
- filtering and estimation
- machine learning
Built on
Made possible
- Mahalanobis distance1936
- Partial least squares regression1966
- Global Positioning System (GPS)1978-1995
- Generalized method of moments1982
- precision geodesy and astronomy
- econometrics