Robust GCV choice of the regularization parameter for correlated data
DOI10.1216/JIE-2010-22-3-519zbMATH Open1217.65097OpenAlexW1967345508MaRDI QIDQ616676FDOQ616676
Authors: Mark A. Lukas 
Publication date: 12 January 2011
Published in: Journal of Integral Equations and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1216/jie-2010-22-3-519
Recommendations
- Robust generalized cross-validation for choosing the regularization parameter
- Strong robust generalized cross-validation for choosing the regularization parameter
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- Practical use of robust GCV and modified GCV for spline smoothing
- Asymptotic optimality of generalized cross-validation for choosing the regularization parameter
numerical resultsTikhonov regularizationlinear inverse problemill-posed problemFredholm integral equationgeneralized cross-validationcorrelation parametercovariance model
Numerical solutions of ill-posed problems in abstract spaces; regularization (65J20) Numerical solution to inverse problems in abstract spaces (65J22) Fredholm integral equations (45B05) Numerical methods for ill-posed problems for integral equations (65R30) Linear operators and ill-posed problems, regularization (47A52) Numerical solutions to equations with linear operators (65J10)
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Cited In (6)
- Comparing parameter choice methods for regularization of ill-posed problems
- Parameter choices for fast harmonic spline approximation
- Generalised correlated cross-validation
- Strong robust generalized cross-validation for choosing the regularization parameter
- Robust generalized cross-validation for choosing the regularization parameter
- Smoothing inversion of Fourier series using generalized cross-validation
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