2019
DOI: 10.3844/jmssp.2019.298.307
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Explaining the Generalized Cross-Validation on Linear Models

Abstract: Cross-Validation is a model validation method widely used by the scientific community. The Generalized Cross-Validation (GCV) is an invariant version of the usual Cross-Validation method. This generalization was obtained using the non usual theory of circulant complex matrices. In this work we intend to give a clear and complete exposition concerning the linear algebra assumptions required by the theory. The aim was to make this text accessible to a wide audience of statisticians and non-statisticians who use … Show more

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Cited by 2 publications
(1 citation statement)
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“…For example, in prior work for optical topography, 11 different methods for choosing the hyperparameter were reviewed [18] with the conclusion that the classical L-curve was the best. For medical imaging, the BestRes method [17], to which our approach is conceptually similar, was favorably compared to five other methods including generalized cross-validation (GCV) [35,36], another frequently used technique (although under the conditions in [17], GCV resulted in severely underregularized solutions and was found to be unreliable). Therefore, here we compare the hyperparameter at the onset of artefacts to hyperparameters selected using BestRes, the L-curve, and GCV.…”
Section: Comparison Of Hyperparameters Obtained From L-curve Gcv and ...mentioning
confidence: 99%
“…For example, in prior work for optical topography, 11 different methods for choosing the hyperparameter were reviewed [18] with the conclusion that the classical L-curve was the best. For medical imaging, the BestRes method [17], to which our approach is conceptually similar, was favorably compared to five other methods including generalized cross-validation (GCV) [35,36], another frequently used technique (although under the conditions in [17], GCV resulted in severely underregularized solutions and was found to be unreliable). Therefore, here we compare the hyperparameter at the onset of artefacts to hyperparameters selected using BestRes, the L-curve, and GCV.…”
Section: Comparison Of Hyperparameters Obtained From L-curve Gcv and ...mentioning
confidence: 99%