A Stochastic Estimator of the Trace of the Influence Matrix for Laplacian Smoothing Splines
From MaRDI portal
Publication:3471447
DOI10.1080/03610918908812806zbMath0695.62113OpenAlexW4244155866MaRDI QIDQ3471447
Publication date: 1989
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918908812806
Related Items (58)
Monte Carlo Methods for Estimating the Diagonal of a Real Symmetric Matrix ⋮ Symplectic Model Reduction of Hamiltonian Systems on Nonlinear Manifolds and Approximation with Weakly Symplectic Autoencoder ⋮ Estimation of the bilinear form \(y^\ast f(A)x\) for Hermitian matrices ⋮ A mixed finite element discretisation of thin plate splines based on biorthogonal systems ⋮ Spectral coarse spaces for the substructured parallel Schwarz method ⋮ Group variable selection via convex log‐exp‐sum penalty with application to a breast cancer survivor study ⋮ The implementation of a generalized cross validation algorithm using deflation techniques for linear systems ⋮ Smoothing spline ANOVA for exponential families, with application to the Wisconsin epidemiological study of diabetic retinopathy. (The 1994 Neyman Memorial Lecture) ⋮ Randomized matrix-free trace and log-determinant estimators ⋮ Improved Variants of the Hutch++ Algorithm for Trace Estimation ⋮ On randomized trace estimates for indefinite matrices with an application to determinants ⋮ Fast Computation of Spectral Densities for Generalized Eigenvalue Problems ⋮ The Short-Term Rational Lanczos Method and Applications ⋮ NIFT<scp>y</scp> 3 – Numerical Information Field Theory: A Python Framework for Multicomponent Signal Inference on HPC Clusters ⋮ Computationally efficient techniques for spatial regression with differential regularization ⋮ Parameter estimation in high dimensional Gaussian distributions ⋮ GCV for Tikhonov regularization by partial SVD ⋮ An efficient iterative method for reconstructing the refractive index in complex domains from far field data ⋮ The global Golub-Kahan method and Gauss quadrature for tensor function approximation ⋮ Estimating the trace of matrix functions with application to complex networks ⋮ Optimizing shift selection in multilevel Monte Carlo for disconnected diagrams in lattice QCD ⋮ Krylov-Aware Stochastic Trace Estimation ⋮ Computation of the von Neumann entropy of large matrices via trace estimators and rational Krylov methods ⋮ Approximation of the Tikhonov regularization parameter through Aitken's extrapolation ⋮ Scalable computations for nonstationary Gaussian processes ⋮ Minimizing oracle-structured composite functions ⋮ Log-Gaussian Cox process modeling of large spatial lightning data using spectral and Laplace approximations ⋮ XT<scp>race</scp>: Making the Most of Every Sample in Stochastic Trace Estimation ⋮ Accelerating data uncertainty quantification by solving linear systems with multiple right-hand sides ⋮ Localization in Matrix Computations: Theory and Applications ⋮ Rotational image deblurring with sparse matrices ⋮ Randomized Approach to Nonlinear Inversion Combining Random and Optimized Simultaneous Sources and Detectors ⋮ Krylov space approximate Kalman filtering ⋮ Faster stochastic trace estimation with a Chebyshev product identity ⋮ Randomized estimation of spectral densities of large matrices made accurate ⋮ Model building with likelihood basis pursuit ⋮ Fast generalized cross validation using Krylov subspace methods ⋮ Numerical methods for \(A\)-optimal designs with a sparsity constraint for ill-posed inverse problems ⋮ Effective noise reduction techniques for disconnected loops in lattice QCD ⋮ Comparing parameter choice methods for regularization of ill-posed problems ⋮ Efficient algorithms for robust generalized cross-validation spline smoothing ⋮ UPRE method for total variation parameter selection ⋮ Soft and hard classification by reproducing kernel Hilbert space methods ⋮ Approximating Spectral Densities of Large Matrices ⋮ A new algorithm for 5-band Toeplitz matrix inversion with application to GCV smoothing spline computation ⋮ Going Off the Grid: Iterative Model Selection for Biclustered Matrix Completion ⋮ Stochastic estimates for the trace of functions of matrices via Hadamard matrices ⋮ Stochastic sampling for deterministic structural topology optimization with many load cases: density-based and ground structure approaches ⋮ Estimates of the trace of the inverse of a symmetric matrix using the modified Chebyshev algorithm ⋮ GCV for Tikhonov regularization via global Golub–Kahan decomposition ⋮ Streaming Low-Rank Matrix Approximation with an Application to Scientific Simulation ⋮ Copula Density Estimation by Total Variation Penalized Likelihood ⋮ A multilevel approach to stochastic trace estimation ⋮ Some large-scale matrix computation problems ⋮ Parameter Choices for Fast Harmonic Spline Approximation ⋮ Moments of a linear operator, with applications to the trace of the inverse of matrices and the solution of equations ⋮ Bounding matrix functionals via partial global block Lanczos decomposition ⋮ Efficient solution techniques for a finite element thin plate spline formulation
Cites Work
- Unnamed Item
- A comparison of GCV and GML for choosing the smoothing parameter in the generalized spline smoothing problem
- An efficient method for calculating smoothing splines using orthogonal transformations
- Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
- Algorithm 642
- Smoothing noisy data with spline functions
This page was built for publication: A Stochastic Estimator of the Trace of the Influence Matrix for Laplacian Smoothing Splines