Asymptotic optimality of generalized cross-validation for choosing the regularization parameter
DOI10.1007/BF01385687zbMath0791.65037MaRDI QIDQ1326436
Publication date: 7 July 1994
Published in: Numerische Mathematik (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/133752
numerical differentiation; regularization method; ill-posed problem; regularization parameter; data smoothing; Fourier differentiation; method of generalized cross- validation
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
Cites Work
- Unnamed Item
- Unnamed Item
- Error bounds for derivative estimates based on spline smoothing of exact or noisy data
- Smoothing splines: Regression, derivatives and deconvolution
- Integrated mean squared error of a smoothing spline
- Asymptotics for M-type smoothing splines
- Natural spline functions, their associated eigenvalue problem
- Spline smoothing and optimal rates of convergence in nonparametric regression models
- A comparison of GCV and GML for choosing the smoothing parameter in the generalized spline smoothing problem
- Asymptotic optimality of \(C_ L\) and generalized cross-validation in ridge regression with application to spline smoothing
- Convergence rates for multivariate smoothing spline functions
- Approximation of method of regularization estimators
- Convergence rates for regularized solutions of integral equations from discrete noisy data
- Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
- Improved estimates of statistical regularization parameters in Fourier differentiation and smoothing
- Some results on Tchebycheffian spline functions and stochastic processes
- When is the optimal regularization parameter insensitive to the choice of the loss function?
- Convergence Characteristics of Methods of Regularization Estimators for Nonlinear Operator Equations
- Multivariate Smoothing Spline Functions
- Optimisation in the regularisation ill-posed problems
- On Generalized Cross-Validation for Multivariate Smoothing Spline Functions
- Convergence Rates for Regularized Solutions
- Assessing regularised solutions
- Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
- Practical Approximate Solutions to Linear Operator Equations When the Data are Noisy
- Generalized Inverses in Reproducing Kernel Spaces: An Approach to Regularization of Linear Operator Equations