The Computation of Generalized Cross-Validation Functions Through Householder Tridiagonalization with Applications to the Fitting of Interaction Spline Models

DOI10.1137/0610033zbMath0685.65134OpenAlexW1967227158MaRDI QIDQ4203797

Zehua Chen, Grace Wahba, Chong Gu, Douglas M. Bates

Publication date: 1989

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0610033

zbMATH Keywords

algorithm numerical examples fitting Comparisons multivariate smoothing interaction splines Householder tridiagonalization remote sensing problems cross-validated regularization distributed truncation generalized cross-validation function

Mathematics Subject Classification ID

Random fields (60G60) Numerical computation using splines (65D07) Numerical smoothing, curve fitting (65D10) Linear regression; mixed models (62J05) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Abstract approximation theory (approximation in normed linear spaces and other abstract spaces) (41A65) Probabilistic methods, stochastic differential equations (65C99)

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Spline adaptation in extended linear models ⋮ Prediction with Additive Models—Simulation and Application with Real Data ⋮ Density estimation via hybrid splines ⋮ Fitting a bivariate additive model by local polynomial regression ⋮ Determining functional relationships from trained neural networks ⋮ 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) ⋮ A note on generalized cross-validation with replicates ⋮ Fast generalized cross validation using Krylov subspace methods ⋮ Comparing parameter choice methods for regularization of ill-posed problems ⋮ A Frisch-Newton algorithm for sparse quantile regression ⋮ Asymptotic comparison of (partial) cross-validation, GCV and randomized GCV in nonparametric regression ⋮ Asymptotic properties of backfitting estimators ⋮ Penalized polygram regression

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