A cautionary note about crossvalidatory choice

DOI10.1080/00949658908811198MaRDI QIDQ3350548zbMATH OpenOpenAlexFDO

Authors Alan M. Thompson, Jim W. Kay, D. M. Titterington

Publication date 1989

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949658908811198

zbMATH Keywords

generalized cross validatory choiceregularisation parameterridge-regressionsmoothing

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Density estimation (62G07) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

• Biased and Unbiased Cross-Validation in Density Estimation
• Common Structure of Smoothing Techniques in Statistics
• Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
• How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?
• scientific article; zbMATH DE number 3892457 (Why is no real title available?)
• Practical Approximate Solutions to Linear Operator Equations When the Data are Noisy

Cited in

(21)

• From Stein's unbiased risk estimates to the method of generalized cross- validation
• Asymptotic optimality of the fast randomized versions of GCV and \(C_ L\) in ridge regression and regularization
• Asymptotic optimality of generalized cross-validation for choosing the regularization parameter
• Behavior near zero of the distribution of GCV smoothing parameter estimates
• The fast Monte-Carlo cross-validation and C_L procedures: Comments, new results and application to image recovery problems. (With discussions)
• Generalized cross validation in variable selection with and without shrinkage
• Generalised correlated cross-validation
• Parameter choices for fast harmonic spline approximation
• Robust generalized cross-validation for choosing the regularization parameter
• Strong robust generalized cross-validation for choosing the regularization parameter
• scientific article; zbMATH DE number 3934251 (Why is no real title available?)
• A GCV based Arnoldi-Tikhonov regularization method
• On the Feasibility of Cross-Validation in Image Analysis
• Smoothing in an underdetermined linear model with random explanatory variables
• Gcvpack – routines for generalized cross validation
• Estimating the accuracy of (local) cross-validation via randomised GCV choices in kernel or smoothing spline regression
• Comparing parameter choice methods for regularization of ill-posed problems
• A cross validated Bayesian retrieval algorithm for nonlinear remote sensing experiments
• Robust GCV choice of the regularization parameter for correlated data
• Practical use of robust GCV and modified GCV for spline smoothing
• On generalized cross validation for stable parameter selection in disease models

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