An Optimization Method for Calculating Regularized
Parameter of Penalized Least Squares
1 School of Geodesy and Geomation,Wuhan University, 129 Luoyu Road, Wuhan 430079, China
2 Key Laboratory of Precise Eengineering and Industry Surveying,NASMG,129 Luoyu Road, Wuhan 430079, China
3 Research Center of GNSS,Wuhan University,129 Luoyu Road, Wuhan 430079, China
Abstract:In penalized least squares estimation with the semiparametric model,the key is how to calculate regularization parameter effectively.An optimization method with a new model of the penalized least squares,was proposed for calculating the regularization parameter based on criteria of the generalized cross validation and L curve.The results of simulation calculation show that themethod is more effective for calculating regularization parameter.
DING Shijun,ZHU Liuyang,JIANG Weiping. An Optimization Method for Calculating Regularized
Parameter of Penalized Least Squares[J]. jgg, 2015, 35(1): 115-117.