A stochastic estimator of the trace of the influence matrix for laplacian smoothing splines
From MaRDI portal
Publication:5750131
Recommendations
- A Stochastic Estimator of the Trace of the Influence Matrix for Laplacian Smoothing Splines
- A fast ``Monte-Carlo cross-validation procedure for large least squares problems with noisy data
- scientific article; zbMATH DE number 4016016
- scientific article; zbMATH DE number 4200848
- An efficient method for calculating smoothing splines using orthogonal transformations
Cites work
- A comparison of GCV and GML for choosing the smoothing parameter in the generalized spline smoothing problem
- Algorithm 642
- An efficient method for calculating smoothing splines using orthogonal transformations
- scientific article; zbMATH DE number 3257775 (Why is no real title available?)
- Natural spline functions, their associated eigenvalue problem
- Smoothing noisy data with spline functions
- Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
Cited in
(92)- Estimates for the generalized cross-validation function via an extrapolation and statistical approach
- Estimating the trace of the matrix inverse by interpolating from the diagonal of an approximate inverse
- A general scheme for log-determinant computation of matrices via stochastic polynomial approximation
- Latent Gaussian random field mixture models
- Asymptotic comparison of (partial) cross-validation, GCV and randomized GCV in nonparametric regression
- Algorithms for the computation of the matrix logarithm based on the double exponential formula
- Robust regression for mixed Poisson-Gaussian model
- An efficient contour integral based eigensolver for 3D dispersive photonic crystal
- Randomized block Krylov subspace methods for trace and log-determinant estimators
- Localized Fourier analysis for graph signal processing
- Interpolating log-determinant and trace of the powers of matrix \(\mathbf{A}+ t\mathbf{B}\)
- Solving large-scale interior eigenvalue problems to investigate the vibrational properties of the boson peak regime in amorphous materials
- Black-box learning of multigrid parameters
- Stochastic matrix-free equilibration
- An estimator for the diagonal of a matrix
- Stochastic approximation of score functions for Gaussian processes
- Monte Carlo estimators for the Schatten \(p\)-norm of symmetric positive semidefinite matrices
- Algorithms that satisfy a stopping criterion, probably
- Generalized cross-validation applied to conjugate gradient for discrete ill-posed problems
- Interpolation of inverse operators for preconditioning parameter-dependent equations
- How accurately should I compute implicit matrix-vector products when applying the Hutchinson trace estimator?
- Efficient estimation of eigenvalue counts in an interval.
- Filter analysis for the stochastic estimation of eigenvalue counts
- Adaptive A-optimal experimental design for linear dynamical systems
- scientific article; zbMATH DE number 4200848 (Why is no real title available?)
- Efficient Covariance Approximations for Large Sparse Precision Matrices
- Scalable Gaussian Process Computations Using Hierarchical Matrices
- Approximate implementation of the logarithm of the matrix determinant in Gaussian process regression
- A Fast and Scalable Method for A-Optimal Design of Experiments for Infinite-dimensional Bayesian Nonlinear Inverse Problems
- Optimal design of simultaneous source encoding
- A Stochastic Estimator of the Trace of the Influence Matrix for Laplacian Smoothing Splines
- Fast estimation of \(\mathrm{tr}(f(A))\) via stochastic Lanczos quadrature
- A fast contour-integral eigensolver for non-Hermitian matrices
- Fast spatial Gaussian process maximum likelihood estimation via skeletonization factorizations
- scientific article; zbMATH DE number 7049740 (Why is no real title available?)
- Simultaneous-shot inversion for PDE-constrained optimization problems with missing data
- A probing method for computing the diagonal of a matrix inverse.
- Spectrum Approximation Beyond Fast Matrix Multiplication: Algorithms and Hardness
- Normalizing flows for probabilistic modeling and inference
- Structure-preserving deep learning
- Numerical methods for estimating the tuning parameter in penalized least squares problems
- A Multilevel Approach to Variance Reduction in the Stochastic Estimation of the Trace of a Matrix
- Probing for the Trace Estimation of a Permuted Matrix Inverse Corresponding to a Lattice Displacement
- Extending Hierarchical Probing for Computing the Trace of Matrix Inverses
- A parameter choice rule for Tikhonov regularization based on predictive risk
- Seismic wavefield redatuming with regularized multi-dimensional deconvolution
- Characterization and comparison of large directed networks through the spectra of the magnetic Laplacian
- Random sampling and efficient algorithms for multiscale PDEs
- Norm and trace estimation with random rank-one vectors
- Estimating the accuracy of (local) cross-validation via randomised GCV choices in kernel or smoothing spline regression
- The projected GSURE for automatic parameter tuning in iterative shrinkage methods
- A-optimal encoding weights for nonlinear inverse problems, with application to the Helmholtz inverse problem
- Approximating spectral sums of large-scale matrices using stochastic Chebyshev approximations
- Fast Estimation of Approximate Matrix Ranks Using Spectral Densities
- Deflation as a method of variance reduction for estimating the trace of a matrix inverse
- Optimal experimental design for infinite-dimensional Bayesian inverse problems governed by PDEs: a review
- Approximation of the Diagonal of a Laplacian’s Pseudoinverse for Complex Network Analysis
- Randomized numerical linear algebra: Foundations and algorithms
- A literature survey of matrix methods for data science
- Efficient Natural Gradient Descent Methods for Large-Scale PDE-Based Optimization Problems
- Spatial 3D Matérn priors for fast whole-brain fMRI analysis
- Mathematical imaging and surface processing. Abstracts from the workshop held August 21--27, 2022
- Krylov methods for inverse problems: Surveying classical, and introducing new, algorithmic approaches
- Data-based adaptive refinement of finite element thin plate spline
- Quantitative fault injection analysis
- Flexible nonstationary spatiotemporal modeling of high-frequency monitoring data
- Adaptive finite element thin-plate spline with different data distributions
- On Kemeny's constant and stochastic complement
- Analysis of stochastic probing methods for estimating the trace of functions of sparse symmetric matrices
- An implicit GNN solver for Poisson-like problems
- Adjustment of rainfall data using thin plate smoothing splines: application to Cameroon rainfall
- Efficient representations of the diffusion echo
- Applications of a finite element discretisation of thin plate splines
- A Scalable Method to Exploit Screening in Gaussian Process Models with Noise
- Query lower bounds for log-concave sampling
- Multivariate trace estimation using quantum state space linear algebra
- Robust inversion, dimensionality reduction, and randomized sampling
- Regularization of geophysical ill-posed problems by iteratively re-weighted and refined least squares
- Variance reduction with probing and Multilevel Monte Carlo in Lattice QCD
- Adaptive, Matrix-Free Low-Rank Approximation
- Uncertainty quantification for iterative algorithms in linear models with application to early stopping
- The filter echo: a general tool for filter visualisation
- Fast randomized entropically regularized semidefinite programming
- Stochastic trace estimation for parameter-dependent matrices applied to spectral density approximation
- Counting triangles of graphs via randomized trace estimation with incomplete matrix-vector products
- Hutch#: Optimal non-adaptive Frobenius norm estimation
- An iterative block matrix inversion (IBMI) algorithm for symmetric positive definite matrices with applications to covariance matrices
- Neural Sampling with Reweighted Normalizing Flows via the Wasserstein--Fisher--Rao JKO Scheme
- Multigrid deflation for lattice QCD
- Improved bounds on sample size for implicit matrix trace estimators
- Schur properties of convolutions of gamma random variables
- Log-det approximation based on uniformly distributed seeds and its application to Gaussian process regression
This page was built for publication: A stochastic estimator of the trace of the influence matrix for laplacian smoothing splines
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5750131)