Fast generalized cross validation using Krylov subspace methods

DOI10.1007/S11075-007-9150-YzbMATH Open1157.65012OpenAlexW2070363254MaRDI QIDQ2481402FDOQ2481402

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

Recommendations

• The Computation of Generalized Cross-Validation Functions Through Householder Tridiagonalization with Applications to the Fitting of Interaction Spline Models
• Fast compact algorithms and software for spline smoothing.
• Efficient algorithms for robust generalized cross-validation spline smoothing
• A fast ``Monte-Carlo cross-validation procedure for large least squares problems with noisy data
• Publication:4720148

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)

Cites Work

• A comparison of GCV and GML for choosing the smoothing parameter in the generalized spline smoothing problem
• Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
• Title not available (Why is that?)
• Title not available (Why is that?)
• An Iterative Solution Method for Linear Systems of Which the Coefficient Matrix is a Symmetric M-Matrix
• Smoothing noisy data with spline functions
• GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems
• Methods of conjugate gradients for solving linear systems
• A Review on the Inverse of Symmetric Tridiagonal and Block Tridiagonal Matrices
• Title not available (Why is that?)
• Title not available (Why is that?)
• A Taxonomy for Conjugate Gradient Methods
• A Stochastic Estimator of the Trace of the Influence Matrix for Laplacian Smoothing Splines
• Title not available (Why is that?)
• The block conjugate gradient algorithm and related methods
• A Flexible Inner-Outer Preconditioned GMRES Algorithm
• The Lanczos Algorithm With Partial Reorthogonalization
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• An iterative solution method for solving \(f(A)x=b\), using Krylov subspace information obtained for the symmetric positive definite matrix A
• Restarted GMRES preconditioned by deflation
• A new look at the Lanczos algorithm for solving symmetric systems of linear equations
• Title not available (Why is that?)
• Arnoldi methods for large Sylvester-like observer matrix equations, and an associated algorithm for partial spectrum assignment
• Block Preconditioning for the Conjugate Gradient Method
• Efficient Implementation of a Class of Preconditioned Conjugate Gradient Methods
• A Deflation Technique for Linear Systems of Equations
• Smoothing noisy data with spline functions
• A class of iterative methods for finite element equations
• The Lanczos Algorithm with Selective Orthogonalization
• Title not available (Why is that?)
• Polynomial Preconditioners for Conjugate Gradient Calculations
• The Computation of Generalized Cross-Validation Functions Through Householder Tridiagonalization with Applications to the Fitting of Interaction Spline Models
• Iterative Solution of Linear Equations in ODE Codes
• An engineering approach to generalized conjugate gradient methods and beyond
• The implementation of a generalized cross validation algorithm using deflation techniques for linear systems

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
• Title not available (Why is that?)
• Concentration inequalities for cross-validation in scattered data approximation
• Sulla regolarizzazione mediante la «Generalized cross validation»: Una appliczione al caso dei polinomi ortogonali
• Title not available (Why is that?)
• The generalized cross validation filter
• A fast ``Monte-Carlo cross-validation procedure for large least squares problems with noisy data
• Gcvpack – routines for generalized cross validation
• Title not available (Why is that?)
• GCV for Tikhonov regularization via global Golub-Kahan decomposition.
• Asymptotic Properties of Complete Smoothing Splines and Applications
• Fast cross-validation in harmonic approximation
• Fast cross-validation algorithms for least squares support vector machine and kernel ridge regression
• Title not available (Why is that?)

This page was built for publication: Fast generalized cross validation using Krylov subspace methods

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2481402)