Fast generalized cross validation using Krylov subspace methods

DOI10.1007/S11075-007-9150-YMaRDI QIDQ2481402zbMATH OpenOpenAlexFDO

Authors Roger B. Sidje, A. Williams, Kevin Burrage

Publication date 9 April 2008

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11075-007-9150-y

zbMATH Keywords

convergencestabilityalgorithmcomplexityKrylov subspace methodLanczos methodgeneralized cross validationcomplexity issuessmoothing spline fitting of noisy data

Mathematics Subject Classification ID

Numerical smoothing, curve fitting (65D10) Iterative numerical methods for linear systems (65F10)

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Cited in

(16)

• A stochastic extended Rippa's algorithm for LpOCV
• An eigenvalue approach for estimating the generalized cross validation function for correlated matrices
• Fast Generalized Cross-Validation Algorithm for Sparse Model Learning
• Concentration inequalities for cross-validation in scattered data approximation
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• Sulla regolarizzazione mediante la «Generalized cross validation»: Una appliczione al caso dei polinomi ortogonali
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• The generalized cross validation filter
• A fast ``Monte-Carlo cross-validation procedure for large least squares problems with noisy data
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• GCV for Tikhonov regularization via global Golub-Kahan decomposition.
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