Asymptotic optimality of generalized cross-validation for choosing the regularization parameter

DOI10.1007/BF01385687zbMath0791.65037MaRDI QIDQ1326436

Mark A. Lukas

Publication date: 7 July 1994

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/133752

zbMATH Keywords

numerical differentiation; regularization method; ill-posed problem; regularization parameter; data smoothing; Fourier differentiation; method of generalized cross- validation

Mathematics Subject Classification ID

65R20: Numerical methods for integral equations

65J10: Numerical solutions to equations with linear operators

47A50: Equations and inequalities involving linear operators, with vector unknowns

65R30: Numerical methods for ill-posed problems for integral equations

65D25: Numerical differentiation

45B05: Fredholm integral equations

65J20: Numerical solutions of ill-posed problems in abstract spaces; regularization

Related Items

A fast regularization parameter selection for regularly sampled 2D inputs, Convergence rates for moment collocation solutions of linear operator equations, On the discrepancy principle and generalised maximum likelihood for regularisation, Comparing parameter choice methods for regularization of ill-posed problems, Robust GCV choice of the regularization parameter for correlated data, Numerical differentiation of 2D functions from noisy data., Performance criteria and discrimination of extreme undersmoothing in nonparametric regression, Adaptive nonparametric instrumental variables estimation: empirical choice of the regularization parameter, Performance of Robust GCV and Modified GCV for Spline Smoothing

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