The Computation of Generalized Cross-Validation Functions Through Householder Tridiagonalization with Applications to the Fitting of Interaction Spline Models

DOI10.1137/0610033zbMath0685.65134OpenAlexW1967227158MaRDI QIDQ4203797

Zehua Chen, Grace Wahba, Chong Gu, Douglas M. Bates

Publication date: 1989

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0610033

zbMATH Keywords

algorithmnumerical examplesfittingComparisonsmultivariate smoothinginteraction splinesHouseholder tridiagonalizationremote sensing problemscross-validated regularizationdistributed truncationgeneralized cross-validation function

Mathematics Subject Classification ID

Random fields (60G60) Numerical computation using splines (65D07) Numerical smoothing, curve fitting (65D10) Linear regression; mixed models (62J05) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Abstract approximation theory (approximation in normed linear spaces and other abstract spaces) (41A65) Probabilistic methods, stochastic differential equations (65C99)

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