May 2015
Intermediate to advanced
384 pages
9h 20m
English
book
Theoretical Foundations of Functional Data Analysis, with an Introduction to Linear Operators
by Tailen Hsing, Randall Eubank
Content preview from Theoretical Foundations of Functional Data Analysis, with an Introduction to Linear Operators
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6.5 Regularization parameter selection
We have to this point avoided the question of how to choose the parameter 
that appears in the penalized least-squares criterion. There are several data adaptive techniques that are typically used for this purpose. We will describe three of them that are appropriate for the scenario that was examinedin the previous section: namely, where 
and 
for 
finite dimensional with basis 
. As before the squared norm for 
is taken to be
We begin with ordinary cross validation. Let 
be the minimizer of
and define
Ordinary cross validation then picks to minimize ...
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