Global optimization of the generalized cross-validation criterion

被引：0
作者：
J. T. Kent
M. Mohammadzadeh
机构：
[1] University of Leeds,Department of Statistics
[2] Tarbiat Modarres University,Department of Statistics
来源：
Statistics and Computing | 2000年 / 10卷
关键词：
regularization; smoothing splines; smoothing parameter; generalized cross-validation; interval analysis;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
Generalized cross-validation is a method for choosing the smoothing parameter in smoothing splines and related regularization problems. This method requires the global minimization of the generalized cross-validation function. In this paper an algorithm based on interval analysis is presented to find the globally optimal value for the smoothing parameter, and a numerical example illustrates the performance of the algorithm.
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页码：231 / 236
页数：5
相关论文
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