arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 1105.3605stat.CO
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R中的迭代偏差减少多元平滑:ibr软件包

Iterative bias reduction multivariate smoothing in R: The ibr package

P. A. Cornillon, N. Hengartner, E. Matzner-Løber

摘要:

在多元非参数分析中,协变量的稀疏性也称为维数灾难,迫使人们使用大的平滑参数。这会导致一个有偏的平滑器。而不是专注于最佳选择平滑参数,我们将其固定为某个合理的大值,以确保数据的过度平滑。生成的基础平滑器的方差很小,但偏差很大。在本文中,我们提出了一个R软件包名为ibr迭代校正的初始偏差的(基地)估计的偏差通过平滑残差获得的估计。在简单描述了迭代偏差减少平滑器之后,我们研究了包中实现的基本平滑器:Nadaraya-Watson内核平滑器和薄板样条平滑器。然后,我们解释包中可用的停止规则及其实现。最后,我们用两个例子来说明这个包:RxR中的一个玩具例子和原始的洛杉矶臭氧数据集。

英文摘要:

In multivariate nonparametric analysis, sparseness of the covariates also called curse of dimensionality, forces one to use large smoothing parameters. This leads to a biased smoother. Instead of focusing on optimally selecting the smoothing parameter, we fix it to some reasonably large value to ensure an over-smoothing of the data. The resulting base smoother has a small variance but a substantial bias. In this paper, we propose an R package named ibr to iteratively correct the initial bias of the (base) estimator by an estimate of the bias obtained by smoothing the residuals. After a brief description of Iterated Bias Reduction smoothers, we examine the base smoothers implemented in the packages: Nadaraya-Watson kernel smoothers and thin plate splines smoothers. Then, we explain the stopping rules available in the package and their implementation. Finally we illustrate the package on two examples: a toy example in RxR and the original Los Angeles ozone dataset.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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