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Robust Smoothing: Smoothing Parameter Selection and Applications to Fluorescence Spectroscopy. [PDF]

open access: yesComput Stat Data Anal, 2010
Fluorescence spectroscopy has emerged in recent years as an effective way to detect cervical cancer. Investigation of the data preprocessing stage uncovered a need for a robust smoothing to extract the signal from the noise. We compare various robust smoothing methods for estimating fluorescence emission spectra and data driven methods for the ...
Lee JS, Cox DD.
europepmc   +7 more sources

Smoothing Parameter and Model Selection for General Smooth Models [PDF]

open access: yesJournal of the American Statistical Association, 2016
This paper discusses a general framework for smoothing parameter estimation for models with regular likelihoods constructed in terms of unknown smooth functions of covariates. Gaussian random effects and parametric terms may also be present. By construction the method is numerically stable and convergent, and enables smoothing parameter uncertainty to ...
Simon N Wood, Benjamin Säfken
exaly   +7 more sources

Smoothing Parameter Selection in two Frameworks for Penalized Splines [PDF]

open access: yesJournal of the Royal Statistical Society Series B: Statistical Methodology, 2013
SummaryThere are two popular smoothing parameter selection methods for spline smoothing. First, smoothing parameters can be estimated by minimizing criteria that approximate the average mean-squared error of the regression function estimator. Second, the maximum likelihood paradigm can be employed, under the assumption that the regression function is a
T. Krivobokova
semanticscholar   +7 more sources

Loss and risk in smoothing parameter selection [PDF]

open access: yesJournal of Nonparametric Statistics, 1994
For several years there has been debate over the relative merits of loss and risk as measures of the performance of nonparametric density estimators. In the way that this debate has dealt with risk, it has largely ignored the fact that any practical bandwidth selection rule must produce a random bandwidth. Existing theory for risk of density estimators
Birgit Grund, J S Marron
exaly   +3 more sources

Targeted smoothing parameter selection for estimating average causal effects [PDF]

open access: yesComputational Statistics, 2014
The non-parametric estimation of average causal effects in observational studies often relies on controlling for confounding covariates through smoothing regression methods such as kernel, splines or local polynomial regression. Such regression methods are tuned via smoothing parameters which regulates the amount of degrees of freedom used in the fit ...
Jenny Häggström, Xavier de Luna
semanticscholar   +6 more sources

Smoothing Parameter Selection for a Class of Semiparametric Linear Models

open access: yesJournal of the Royal Statistical Society Series B: Statistical Methodology, 2009
SummarySpline-based approaches to non-parametric and semiparametric regression, as well as to regression of scalar outcomes on functional predictors, entail choosing a parameter controlling the extent to which roughness of the fitted function is penalized.
Reiss, Philip T., Ogden, R. Todd
semanticscholar   +3 more sources

Automatic Smoothing Parameter Selection: A Survey [PDF]

open access: yesEmpirical Economics, 1988
This is a survey of recent developments in smoothing parameter selection for curve estimation. The first goal of this paper is to provide an introduction to the methods available, with discussion at both a practical and also a nontechnical level, including comparison of methods.
J. Marron
openaire   +2 more sources

Empirical Smoothing Parameter Selection in Adaptive Estimation

open access: yesThe Annals of Statistics, 1992
The paper deals with selecting the smoothing parameter involved in the construction of adaptive estimates for the symmetric location model. In \textit{P. J. Bickel's} [Ann. Stat. 10, 647-671 (1982; Zbl 0489.62033)] original paper on adaptivity a necessary condition for adaption was given.
K. Jin
openaire   +3 more sources

Empirical Functionals and Efficient Smoothing Parameter Selection

open access: yesJournal of the Royal Statistical Society Series B: Statistical Methodology, 1992
SUMMARY A striking feature of curve estimation is that the smoothing parameter ĥ  0, which minimizes the squared error of a kernel or smoothing spline estimator, is very difficult to estimate. This is manifest both in slow rates of convergence and in high variability of standard methods such as cross-validation.
Peter Hall, Iain Johnstone
openaire   +2 more sources

Criteria for selecting the Paganin-filter reconstruction parameter in X-ray phase-contrast tomography [PDF]

open access: yesJournal of Synchrotron Radiation
The Paganin filter, widely employed in propagation-based phase-contrast X-ray computed tomography with synchrotron light, attenuates phase effects and suppresses high-frequency noise under the assumption that samples have a constant β/δ ratio (these ...
Eduardo X. Miqueles   +3 more
doaj   +2 more sources

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