Results 251 to 260 of about 5,783,966 (296)
Some of the next articles are maybe not open access.
Global optimization of the generalized cross-validation criterion
Statistics and Computing, 2000Generalized cross-validation is a method for choosing the smoothing parameter in smoothing splines and related regularization problems. This method requires the global minimization of the generalized cross-validation function. In this paper an algorithm based on interval analysis is presented to find the globally optimal value for the smoothing ...
Mohsen Mohammadzadeh
exaly +2 more sources
Generalized Cross Validation in variable selection with and without shrinkage [PDF]
Journal of Statistical Planning and Inference, 2015 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Maarten Jansen
exaly +3 more sources
Fast generalized cross validation using Krylov subspace methods
Numerical Algorithms, 2008 The key step of the generalized cross-validation (GCV) method, used in a smoothing spline fitting of noisy data, is the computation of the optimal parameter \(\lambda \) by minimization of the GCV function \[ \text{GCV}(\lambda )= n\, {z^T (Q+\lambda I)^{-2} z \over [ \text{tr}\, ((Q+\lambda I)^{-1})]^2}, \] for the influence matrix \(Q\) and the ...
Roger B. Sidje +2 more
openaire +4 more sources
A note on generalized cross-validation with replicates
Statistics and Probability Letters, 1992Abstract Generalized cross-validation (GCV) is a popular method for choosing the smoothing parameter in generalized spline smoothing when there are independent errors with common unknown variance. When data points are replicated, one can choose the smoothing parameter by minimizing one of three functions: the GCV score computed from the averaged ...
Chong Gu, Nancy E. Heckman, Grace Wahba
exaly +3 more sources