半参数模型中影响正则化参数的因素分析

Analysis of Factors Influencing Smoothing Parameter in Semiparametric Model

  • 摘要: 通过模拟算例,比较了L曲线法、GCV法(广义交叉核实法)和虚拟观测法确定出的正则化参数,并对影响正则化参数的因素进行了分析,得出结论:正则化参数的确定与信噪比密切相关,当信噪比增大时,各种方法确定的正则化参数变化趋势不同,不同的情况确定正则化参数的适用方法也会有所差异。

     

    Abstract: Many methods can be used to determine smoothing parameters in semiparametric model,but smoothing parameters vary with these methods for the same model.After comparative analysis of the L-Curve,GCV(Generalize Cross Validation) and virtual observational approach,the factors influencing smoothing parameter are studied by simulated example.Smoothing parameters have a close relation with signal-to-noise ratio.When the signal-to-noise ratio increases,variation trend of smoothing parameters is different.The best method determining smoothing parameters in different situations is different.

     

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