一种选取补偿最小二乘正则化参数的改进方法An improved method of choosing regularized parameter of penalized least squares
周敏,周世健,谯婷,池其才
摘要(Abstract)：
为了改进半参数模型补偿最小二乘估计中的正则化参数选取方法,该文设计了3种方案:L-曲线法、虚拟观测法以及该文提出的改进方法以比较正则化参数的优劣。模拟算例表明,该文提出的改进方法可以有效评价正则化参数,得到的参数估值精度更高,是一种较为有效的选取补偿最小二乘最佳正则化参数的方法。
关键词(KeyWords)： 半参数模型;正则化参数;模型误差;补偿最小二乘
基金项目(Foundation): 国家自然科学基金项目(41374007);; 东华理工大学研究生创新基金项目(DHYC-2016019);; 测绘地理信息江西省研究生创新教育基地项目
作者(Author): 周敏,周世健,谯婷,池其才
DOI: 10.16251/j.cnki.1009-2307.2018.04.017
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