Improved Generalized Cross-Validation and Unbiased Predictive Risk Estimator Methods Using the RGSVD: Application to Inversion of Potential Field Data

The inversion of potential field data has widely utilized the generalized cross-validation (GCV) and the unbiased predictive risk estimator (UPRE) methods to determine the regularization parameter. However, these two methods are time-consuming and it is difficult for them to determine the optimal li...

Celý popis

Uložené v:
Podrobná bibliografia
Vydané v:Applied sciences Ročník 11; číslo 14; s. 6326
Hlavní autori: Fang, Yuan, Wang, Jun, Meng, Xiaohong, Tang, Hanhan
Médium: Journal Article
Jazyk:English
Vydavateľské údaje: Basel MDPI AG 01.07.2021
Predmet:
Algorithms
Approximation
Decomposition
generalized cross-validation
Inverse problems
Methods
randomized generalized singular value decomposition
regularization parameter
unbiased predictive risk estimator
ISSN:2076-3417, 2076-3417
On-line prístup:Získať plný text
Tagy: Pridať tag
Žiadne tagy, Buďte prvý, kto otaguje tento záznam!
Popis
Shrnutí:The inversion of potential field data has widely utilized the generalized cross-validation (GCV) and the unbiased predictive risk estimator (UPRE) methods to determine the regularization parameter. However, these two methods are time-consuming and it is difficult for them to determine the optimal linear search range including the optimal regularization. To solve these problems, this article improves the GCV and UPRE methods using the RGSVD (randomized generalized singular value decomposition) algorithm. The improved methods first use the randomized algorithm to compute an approximate generalized singular value decomposition (GSVD) with less computational time. Then, the optimal linear search range is determined based on the generalized singular values. Finally, the GCV and the UPRE functions are efficiently computed on the basis of the results from the RGSVD algorithm. In this way, the GCV and UPRE methods using the RGSVD algorithm are able to determine the optimal regularization parameter fast and effectively. One comparative test shows the effectiveness and efficiency of the GCV and the UPRE methods using the RGSVD algorithm.
Bibliografia:ObjectType-Article-1
SourceType-Scholarly Journals-1
ObjectType-Feature-2
content type line 14
ISSN:2076-3417
2076-3417
DOI:10.3390/app11146326