[en] Multi-dimensional smoothing applications require the selection of a vector of smoothing parameters. Standard procedures can be computational demanding and tend to under smooth the observed measurements when noise correlation is present. The L-surface is an attractive two-dimensional generalization of the L-curve procedure for optimal smoothing. It preserves all the desirable feature of its uni-dimensional counterpart. However, one has to locate the point of maximal curvature of the surface, which is not easy. We introduce the V-valley as a simplified
procedure that replaces maximum curvature by a distance to be minimized.
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 Medical Center - Erasmus Universiteit Rotterdam - EUR > Biostatistics
Language :
English
Title :
L-surface and V-valley for multi-dimensional smoothing parameter selection
Publication date :
July 2013
Event name :
28th International Workshop on Statistical Modelling
Event date :
From 8/07/2013 to 12/07/2013
Audience :
International
Main work title :
28th International Workshop on Statistical Modelling, Palermo, Italy, 2013, Proceedings
