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Revisiting Akaike’s Final Prediction Error and the Generalized Cross Validation Criteria in Regression from the Same Perspective: From Least Squares to Ridge Regression and Smoothing Splines
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作者 Jean Raphael Ndzinga Mvondo Eugène-Patrice Ndong Nguéma 《Open Journal of Statistics》 2023年第5期694-716,共23页
In regression, despite being both aimed at estimating the Mean Squared Prediction Error (MSPE), Akaike’s Final Prediction Error (FPE) and the Generalized Cross Validation (GCV) selection criteria are usually derived ... In regression, despite being both aimed at estimating the Mean Squared Prediction Error (MSPE), Akaike’s Final Prediction Error (FPE) and the Generalized Cross Validation (GCV) selection criteria are usually derived from two quite different perspectives. Here, settling on the most commonly accepted definition of the MSPE as the expectation of the squared prediction error loss, we provide theoretical expressions for it, valid for any linear model (LM) fitter, be it under random or non random designs. Specializing these MSPE expressions for each of them, we are able to derive closed formulas of the MSPE for some of the most popular LM fitters: Ordinary Least Squares (OLS), with or without a full column rank design matrix;Ordinary and Generalized Ridge regression, the latter embedding smoothing splines fitting. For each of these LM fitters, we then deduce a computable estimate of the MSPE which turns out to coincide with Akaike’s FPE. Using a slight variation, we similarly get a class of MSPE estimates coinciding with the classical GCV formula for those same LM fitters. 展开更多
关键词 Linear Model Mean Squared Prediction Error Final Prediction Error generalized cross Validation Least Squares Ridge Regression
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Least Squares Model Averaging Based on Generalized Cross Validation 被引量:1
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作者 Xin-min LI Guo-hua ZOU +1 位作者 Xin-yu ZHANG Shang-wei ZHAO 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 2021年第3期495-509,共15页
Frequentist model averaging has received much attention from econometricians and statisticians in recent years.A key problem with frequentist model average estimators is the choice of weights.This paper develops a new... Frequentist model averaging has received much attention from econometricians and statisticians in recent years.A key problem with frequentist model average estimators is the choice of weights.This paper develops a new approach of choosing weights based on an approximation of generalized cross validation.The resultant least squares model average estimators are proved to be asymptotically optimal in the sense of achieving the lowest possible squared errors.Especially,the optimality is built under both discrete and continuous weigh sets.Compared with the existing approach based on Mallows criterion,the conditions required for the asymptotic optimality of the proposed method are more reasonable.Simulation studies and real data application show good performance of the proposed estimators. 展开更多
关键词 asymptotic optimality frequentist model averaging generalized cross validation mallows criterion
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Inverse Load Identification in Stiffened Plate Structure Based on in situ Strain Measurement 被引量:1
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作者 Yihua Wang Zhenhuan Zhou +2 位作者 Hao Xu Shuai Li Zhanjun Wu 《Structural Durability & Health Monitoring》 EI 2021年第2期85-101,共17页
For practical engineering structures,it is usually difficult to measure external load distribution in a direct manner,which makes inverse load identification important.Specifically,load identification is a typical inv... For practical engineering structures,it is usually difficult to measure external load distribution in a direct manner,which makes inverse load identification important.Specifically,load identification is a typical inverse problem,for which the models(e.g.,response matrix)are often ill-posed,resulting in degraded accuracy and impaired noise immunity of load identification.This study aims at identifying external loads in a stiffened plate structure,through comparing the effectiveness of different methods for parameter selection in regulation problems,including the Generalized Cross Validation(GCV)method,the Ordinary Cross Validation method and the truncated singular value decomposition method.With demonstrated high accuracy,the GCV method is used to identify concentrated loads in three different directions(e.g.,vertical,lateral and longitudinal)exerted on a stiffened plate.The results show that the GCV method is able to effectively identify multi-source static loads,with relative errors less than 5%.Moreover,under the situation of swept frequency excitation,when the excitation frequency is near the natural frequency of the structure,the GCV method can achieve much higher accuracy compared with direct inversion.At other excitation frequencies,the average recognition error of the GCV method load identification less than 10%. 展开更多
关键词 Structural health monitoring load identification Tikhonov regularization generalized cross validation stiffened plate structure
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Influence of the reagent vibration on the stereodynamics of the reactions D^-+H_2 and H^-+D_2 被引量:1
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作者 陈肖琼 王美山 +1 位作者 杨传路 吴继成 《Chinese Physics B》 SCIE EI CAS CSCD 2012年第2期266-271,共6页
Employing the quasi-classical trajectory method and the potential energy surface of Panda and Sathyamurhy [Panda A N and Sathyamurthy N 2004 J. Chem. Phys. 121 9343], the effect of the reagent vibration on vector corr... Employing the quasi-classical trajectory method and the potential energy surface of Panda and Sathyamurhy [Panda A N and Sathyamurthy N 2004 J. Chem. Phys. 121 9343], the effect of the reagent vibration on vector correlation of the ion-molecule reactions D- + H2 and H- + D2 is studied at a collision energy of 35.7 kcal/mol. Four generalized polarization-dependent differential cross sections (2π/σ) (dσ00/dωt), (2π/σ) (dσ20/dσ20), (27π/σ) (dσ22+/dwt), and (2π/σ)(dπ/σ) are presented in the centre-of-mass reference frame, separately. At the same time, the effects on the product angular distributions P(θr), P(~r) and P(Oφ) of the title reactions are also analysed. The calculated results show that the scattering tendencies of the product HD, the alignment and the orientation of j^1 sensitively depend on reagent molecule vibration. 展开更多
关键词 quasi-classical trajectory generalized polarization dependent differential cross sections stereodynamics vector correlation
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Quasi-classical trajectory study of collision energy effect on the stereodynamics of H + Br O → O + HBr reaction
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作者 解廷献 张莹莹 +2 位作者 石英 李泽瑞 金明星 《Chinese Physics B》 SCIE EI CAS CSCD 2015年第4期175-179,共5页
Quasi-classical trajectory (QCT) studies on the stereodynamics of H + BrO → O+ HBr reaction have been performed on the X1A' state of ab initio potential energy surface by Peterson [Peterson K A 2000 J. Chem. Phy... Quasi-classical trajectory (QCT) studies on the stereodynamics of H + BrO → O+ HBr reaction have been performed on the X1A' state of ab initio potential energy surface by Peterson [Peterson K A 2000 J. Chem. Phys. 113 4598] in a collision energy range from 0 kcal/mol to 6 kcal/mol. Two of the polarization-dependent generalized differential cross sections (PDDCSs), (2π/σ)(dσ 00/d ω) (PDDCSoo) and (2π/σ)(dσ20/doh) (PDDCS20) are considered. The rotational polarizations of these products show sensitive behaviors to the calculated collision energy range. Furthermore, in order to gain more knowledge about vector correlations, the product angular distribution, P(θr), and the dihedral angle, P (Фr), are calculated, and the results indicate that both the rotational alignment and orientation of the product are enhanced as collision energy increases. 展开更多
关键词 quasi-classical trajectory STEREODYNAMICS polarization-dependent generalized differential cross sections
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Quasi-classical trajectory investigation on the stereodynamics of Li + DF(v=1-6,j=0)→LiF+D reaction
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作者 张莹莹 李淑娟 +2 位作者 石英 解廷献 金明星 《Chinese Physics B》 SCIE EI CAS CSCD 2014年第12期143-147,共5页
In this paper, the stereodynamics of Li + DF → Li F + D reaction is investigated by the quasi-classical trajectory(QCT)method on the ^2A' potential energy surface(PES) at a relatively low collision energy of 8... In this paper, the stereodynamics of Li + DF → Li F + D reaction is investigated by the quasi-classical trajectory(QCT)method on the ^2A' potential energy surface(PES) at a relatively low collision energy of 8.76 kcal/mol. The scalar properties of the title reaction such as reaction probability and cross section are studied with vibrational quantum number of v = 1–6. The product angular distributions P(θr) and P(φr) are presented in the same vibrational level range. Moreover, two polarization-dependent generalized differential cross sections(PDDCSs), i.e., the PDDCS00 and PDDCS22+are calculated as well. These stereodynamical results demonstrate sensitive behaviors to the vibrational quantum numbers. 展开更多
关键词 quasi-classical trajectory(QCT) STEREODYNAMICS polarization-dependent generalized differential cross sections
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