| 研究生: |
江瑞濬 Chiang, Jui-Chun |
|---|---|
| 論文名稱: |
基於B-spline的密度函數估計之節點選取之準則 Knot selection criteria for density function estimation based on B-spline |
| 指導教授: |
黃子銘
Huang, Tzee-Ming |
| 口試委員: |
翁久幸
Weng, Chiu-Hsing 鄭宇翔 Cheng, Yu-Hsiang |
| 學位類別: |
碩士
Master |
| 系所名稱: |
商學院 - 統計學系 Department of Statistics |
| 論文出版年: | 2024 |
| 畢業學年度: | 112 |
| 語文別: | 中文 |
| 論文頁數: | 28 |
| 中文關鍵詞: | 密度函數估計 、樣條函數近似 、節點選取 、交叉驗證 |
| 外文關鍵詞: | Density estimation, Spline approximation, Knot selection, Cross validation |
| 相關次數: | 點閱:49 下載:0 |
| 分享至: |
| 查詢本校圖書館目錄 查詢臺灣博碩士論文知識加值系統 勘誤回報 |
本論文在B-spline的背景下進行密度估計,藉由類似帶寬選擇(bandwidth selection)的概念並提出一種挑選節點位置的準則,以估計出較平滑的機率密度函數。節點選取之準則主要透過「抽樣的留一最小平方交叉驗證」(sample leave-one-out least square cross validation) 挑選兩個調節參數並進行估計。通過本文分析不同模擬資料下的結果顯示,此挑選節點位置的準則在估計機率密度函數部分表現良好,因為平均下來的「積分均方誤差」(Integrated Squared Error)數值較小。
In this thesis, the problem of density estimation based on spline approximation is considered. A procedure for determining knot positions is proposed. The procedure involve two tunning parameters which are determined using sample leave-one-out cross validation. The simulation results indicate that the knot selection procedure performs well since the averages of integrated squared errors are small.
1. 研究背景及目的 1
2. 文獻回顧 2
3. 研究方法 5
4. 模擬資料分析 11
5. 研究結論及建議 24
6. 參考文獻 27
[1] Bowman,A.W.(1984). An alternative method of cross-validation for the smoothing of density estimates. Biometrika, 71, 353-360.
[2] C.D.Boor.(1978). A partical guide to splines. Springer New York.
[3] D.Ruppert.(2002). Selecting the number of knots for penalized splines. Journal of Computational and Graphical Statistics, 11(4), 735-757
[4] E.Halpern.(1973). Bayesian spline regression when the number of knots is unknown. Journal of the Royal Statistical Society, B, 35, 347-360.
[5] E.Parzen.(1962). On estimation of a probability density function and mode. Ann. Math. Statist. , 33(3), 1065-1076
[6] Hongmei Kang, Falai Chen, Yusheng Li, Jiansong Deng, and Zhouwang Yang. (2015). Knot calculation for spline fitting via sparse optimization. Computer-Aided Design, 58, 179–188.
[7] I.J.Schoenbreg.(1983). Contributions to the problem of approximation of equidistant data by analytic functions. Quart.~Appl.~Math., 112-144
[8] J.S.Horne and E.O.Garton.(2006). Likelihood cross-validation versus least squares cross-validation for choosing the smoothing parameter in kernel home-range analysis. The Journal of Wildlife Management, 70, 641–648.
[9] L.Piegl and W.Tiller.(1996). The NURBS Book. Springer, 81-116
[10] M.Stone.(1974). Cross-validatory choice and assessment of statistical predictions. Journal of the Royal Statistical Society , 36(2), 111-147.
[11] M.P.Wand and M.C.Jones.(1995). Kernel Smoothing. Chapman and Hall.
[12] Nicolas Molinari, Jean-François Durand, and Robert Sabatier.(2004). Bounded optimal knots for regression splines. Computational statistics and data analysis, 45(2), 159–178.
[13] Paul, H.E. and Brian, D.M.(1996). Flexible smoothing with b-splines and penalties. Statistical science, 89–102.
[14] Peter Hall and Huang,Li-Shan.(2001). Nonparametric kernel regression subject to monotonicity constraints. Ann. Statist, 29(3), 624-647.
[15] Randall,L.E.(1988). Spline smoothing and nonparametric regression. Marcel Dekker.
[16] Seymour, Geisser.(1975). The predictive sample reuse method with applications. Journal of the American Statistical Association, 70(350), 320-328.
[17] Silverman,B.W.(1986). Density estimation for statistics and data analysis.
Chapman and Hall, London, United Kingdom.
全文公開日期 2027/07/02