Please use this identifier to cite or link to this item: http://repositorio.unicamp.br/jspui/handle/REPOSIP/76047
Type: Artigo de periódico
Title: A method for choosing the smoothing parameter in a semi-parametric model for detecting change-points in blood flow
Author: Han, SW
Mesquita, RC
Busch, TM
Putt, ME
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.
Subject: change-points
smoothing spline
partial spline
generalized cross-validation
generalized degrees of freedom
Country: Inglaterra
Editor: Taylor & Francis Ltd
Rights: fechado
Identifier DOI: 10.1080/02664763.2013.830085
Date Issue: 2014
Appears in Collections:Artigos e Materiais de Revistas Científicas - Unicamp

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