Whittaker and P-spline smoothers; L-curve; Cross Validation
Abstract :
[en] Smoothing with penalized splines calls for an automatic method to select the size of the penalty parameter λ. We propose a not well known smoothing parameter selection procedure: the L-curve method. AIC and (generalized) cross validation represent the most common choices in this kind of problems even if they indicate light smoothing when the data represent a smooth trend plus correlated noise. In those cases the L-curve is a computationally efficient alternative and robust alternative.
Disciplines :
Physical, chemical, mathematical & earth Sciences: Multidisciplinary, general & others
Author, co-author :
Frasso, Gianluca ; Université de Liège > Faculté des sciences sociales > Méthodes quantitatives en sciences sociales
Eilers, Paul H.C.; Erasmus Universiteit Rotterdam - EUR > Biostatistics
Language :
English
Title :
An innovative procedure for smoothing parameter selection
Publication date :
June 2012
Event name :
46TH SCIENTIFIC MEETING OF THE ITALIAN STATISTICAL SOCIETY
Event place :
Rome, Italy
Event date :
June 20, 2012 – June 22, 2012
Audience :
International
Main work title :
Proceedings of 46th scientific meeting of the Italian Statistical Society
