论文标题
大型样品中的平滑样条ANOVA模型的一种不良平滑参数选择方法
An Asympirical Smoothing Parameters Selection Approach for Smoothing Spline ANOVA Models in Large Samples
论文作者
论文摘要
大型样本是从各种来源定期生成的。经典的统计模型(例如平滑样条ANOVA模型)由于昂贵的计算成本而无法很好地分析如此大的样本。特别是,选择平滑参数的艰巨的计算成本使平滑样条ANOVA模型不切实际。在本文中,我们开发了一种不存在的,即在大样品中平滑样条ANOVA模型的渐近和经验,平滑参数选择方法。这种方法的想法是使用渐近分析表明,最佳平滑参数是样本量的多项式函数和未知常数。然后通过经验子样本外推估计未知常数。提出的方法大大降低了在高维和大样本中选择平滑参数的计算成本。我们显示通过提出方法选择的平滑参数倾向于最大程度地减少特定风险函数的最佳平滑参数。另外,基于提出的平滑参数的估计器达到了最佳收敛速率。广泛的仿真研究证明了所提出的方法比相对效率和运行时间的数值优于竞争方法。在对分子动力学数据进行近100万个观察结果的应用时,该方法的预测性能最佳。
Large samples have been generated routinely from various sources. Classic statistical models, such as smoothing spline ANOVA models, are not well equipped to analyze such large samples due to expensive computational costs. In particular, the daunting computational costs of selecting smoothing parameters render smoothing spline ANOVA models impractical. In this article, we develop an asympirical, i.e., asymptotic and empirical, smoothing parameters selection approach for smoothing spline ANOVA models in large samples. The idea of this approach is to use asymptotic analysis to show that the optimal smoothing parameter is a polynomial function of the sample size and an unknown constant. The unknown constant is then estimated through empirical subsample extrapolation. The proposed method significantly reduces the computational costs of selecting smoothing parameters in high-dimensional and large samples. We show smoothing parameters chosen by the proposed method tend to the optimal smoothing parameters that minimise a specific risk function. In addition, the estimator based on the proposed smoothing parameters achieves the optimal convergence rate. Extensive simulation studies demonstrate the numerical advantage of the proposed method over competing methods in terms of relative efficacies and running time. On an application to molecular dynamics data with nearly one million observations, the proposed method has the best prediction performance.