ISSN:
1573-1375
Keywords:
regularization
;
smoothing splines
;
smoothing parameter
;
generalized cross-validation
;
interval analysis
Source:
Springer Online Journal Archives 1860-2000
Topics:
Computer Science
,
Mathematics
Notes:
Abstract 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.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1023/A:1008939510946
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