Please use this identifier to cite or link to this item: http://repositorio.unicamp.br/jspui/handle/REPOSIP/76047
Type: Artigo
Title: A method for choosing the smoothing parameter in a semi-parametric model for detecting change-points in blood flow
Author: Han, S. W.
Mesquita, R. C.
Busch, T. M.
Putt, M. E.
Abstract: In a smoothing spline model with unknown change-points, the choice of the smoothing parameter strongly influences the estimation of the change-point locations and the function at the change-points. In a tumor biology example, where change-points in blood flow in response to treatment were of interest, choosing the smoothing parameter based on minimizing generalized cross-validation (GCV) gave unsatisfactory estimates of the change-points. We propose a new method, aGCV, that re-weights the residual sum of squares and generalized degrees of freedom terms from GCV. The weight is chosen to maximize the decrease in the generalized degrees of freedom as a function of the weight value, while simultaneously minimizing aGCV as a function of the smoothing parameter and the change-points. Compared with GCV, simulation studies suggest that the aGCV method yields improved estimates of the change-point and the value of the function at the change-point.
In a smoothing spline model with unknown change-points, the choice of the smoothing parameter strongly influences the estimation of the change-point locations, and the function at the changepoints. In a tumor biology example, where change-points in blood flow in response to treatment were of interest, choosing the smoothing parameter based on minimizing generalized cross validation, GCV, gave unsatisfactory estimates of the change-points. We propose a new method, aGCV, that re-weights the residual sum of squares and generalized degrees of freedom terms from GCV. The weight is chosen to maximize the decrease in the generalized degrees of freedom as a function of the weight value, while simultaneously minimizing aGCV as a function of the smoothing parameter and the change-points. Compared to GCV, simulation studies suggest that the aGCV method yields improved estimates of the change-point and the value of the function at the change-point.
Subject: Grau de liberdade
Fotoquimioterapia
Spline, Teoria do
Country: Reino Unido
Editor: Routledge
Citation: Journal Of Applied Statistics. Taylor & Francis Ltd, v. 41, n. 1, n. 26, n. 45, 2014.
Rights: fechado
Identifier DOI: 10.1080/02664763.2013.830085
Address: https://www.tandfonline.com/doi/full/10.1080/02664763.2013.830085
Date Issue: 2014
Appears in Collections:IFGW - Artigos e Outros Documentos

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