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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
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Generalized Cross-Validation for Large-Scale Problems
Journal of Computational and Graphical Statistics, 1997Abstract Although generalized cross-validation is a popular tool for calculating a regularization parameter, it has been rarely applied to large-scale problems until recently. A major difficulty lies in the evaluation of the cross-validation function that requires the calculation of the trace of an inverse matrix. In the last few years stochastic trace
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Generalized cross-validation for covariance model selection
Mathematical Geosciences, 1995A weighted cross-validation technique known in the spline literature as generalized cross-validation (GCV), is proposed for covariance model selection and parameter estimation. Weights for prediction errors are selected to give more importance to a cluster of points than isolated points.
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Generalized cross validation for wavelet thresholding
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