Cross-validation and other criteria for estimating the regularizing parameter

Nikolas P. Galatsanos*, Aggelos K. Katsaggelos

*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingConference contribution

11 Scopus citations

Abstract

The application of regularization to ill-conditioned problems necessitates the choice of a regularizing parameter which trades fidelity to the data for smoothness of the solution. Methods based on the properties of the residuals and on the generalized cross-validation have been proposed for estimating the regularizing parameter. Alternative methods to compute the regularizing parameter are proposed. The resulting values of the regularizing parameter are compared with the values obtained from the above-mentioned methods. Furthermore, it is shown that under certain conditions all the above-mentioned methods result in the same value for the regularizing parameter. Experimental results are presented which verify theoretical results.

Original languageEnglish (US)
Title of host publicationProceedings - ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing
Editors Anon
PublisherPubl by IEEE
Pages3021-3024
Number of pages4
Volume4
ISBN (Print)078030033
StatePublished - Dec 1 1991
EventProceedings of the 1991 International Conference on Acoustics, Speech, and Signal Processing - ICASSP 91 - Toronto, Ont, Can
Duration: May 14 1991May 17 1991

Other

OtherProceedings of the 1991 International Conference on Acoustics, Speech, and Signal Processing - ICASSP 91
CityToronto, Ont, Can
Period5/14/915/17/91

ASJC Scopus subject areas

  • Signal Processing
  • Electrical and Electronic Engineering
  • Acoustics and Ultrasonics

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