Numerical methods for estimating the tuning parameter in penalized least squares problems

DOI10.1080/03610918.2019.1676436OpenAlexW2981009321WikidataQ126998623 ScholiaQ126998623MaRDI QIDQ5082914

Paraskevi Roupa, Ondřej Turek, Angeliki Lappa, Christos Koukouvinos, Marilena Mitrouli

Publication date: 21 June 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2019.1676436

zbMATH Keywords

extrapolationgeneralized cross-validationtuning parameterpenalized least squares

Mathematics Subject Classification ID

Uses Software

• Regularization tools
• lbdtik

Cites Work

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• Regularization tools version \(4.0\) for matlab \(7.3\)
• Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
• A stochastic estimator of the trace of the influence matrix for laplacian smoothing splines

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