Efficient algorithms for robust generalized cross-validation spline smoothing

DOI10.1016/J.CAM.2010.05.016zbMATH Open1201.65024OpenAlexW2081084507MaRDI QIDQ711231FDOQ711231

Authors: Mark A. Lukas, F. R. De Hoog, Robert S. Anderssen 

Publication date: 25 October 2010

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2010.05.016

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zbMATH Keywords

algorithmssmoothing parameterCholesky decompositiontracegeneralized cross-validationparameter selectionsplinesmoothing matrix

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Numerical computation using splines (65D07) Numerical smoothing, curve fitting (65D10)

Cites Work

• Smoothing spline ANOVA models
• Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
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• Smoothing by spline functions.
• Making robust the cross-validatory choice of smoothing parameter in spline smoothing regression
• Smoothing by spline functions. II
• Linear smoothers and additive models
• A fast ``Monte-Carlo cross-validation procedure for large least squares problems with noisy data
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• Robust generalized cross-validation for choosing the regularization parameter
• A Stochastic Estimator of the Trace of the Influence Matrix for Laplacian Smoothing Splines
• Smoothing Spline Gaussian Regression: More Scalable Computation via Efficient Approximation
• Spline smoothing and optimal rates of convergence in nonparametric regression models
• Confidence Intervals for Nonparametric Curve Estimates
• Smoothing noisy data with spline functions
• A general method for the construction of interpolating or smoothing spline-functions
• Strong robust generalized cross-validation for choosing the regularization parameter
• Performance of robust GCV and modified GCV for spline smoothing
• An efficient method for calculating smoothing splines using orthogonal transformations
• Differentiation of matrix functionals using triangular factorization
• An Algorithm for the Regularization of Ill-Conditioned, Banded Least Squares Problems
• A comparison of the Reinsch and Speckman splines
• Computation of Smoothing and Interpolating Natural Splines via Local Bases

Cited In (14)

• Performance of robust GCV and modified GCV for spline smoothing
• Interpolating log-determinant and trace of the powers of matrix \(\mathbf{A}+ t\mathbf{B}\)
• Fast generalized cross validation using Krylov subspace methods
• Concentration inequalities for cross-validation in scattered data approximation
• Algorithm 642
• The generalized cross validation filter
• Practical use of robust GCV and modified GCV for spline smoothing
• On algorithms for generalised smoothing splines
• Fast cross-validation in harmonic approximation
• Efficient computation for Whittaker-Henderson smoothing
• CALCULATION OF THE SMOOTHING SPLINE WITH WEIGHTED ROUGHNESS MEASURE
• Differentiation of matrix functionals using triangular factorization
• Title not available (Why is that?)
• The Computation of Generalized Cross-Validation Functions Through Householder Tridiagonalization with Applications to the Fitting of Interaction Spline Models

Uses Software

• gss

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