A method for choosing the smoothing parameter in a semi-parametric model for detecting change-points in blood flow

Sung Wan Han, Rickson C. Mesquita, Theresa M. Busch and Mary E. Putt

Journal of Applied Statistics, 2014, vol. 41, issue 1, 26-45

Abstract: In a smoothing spline model with unknown change-points, the choice of the smoothing parameter strongly influences the estimation of the change-point locations and the function at the change-points. In a tumor biology example, where change-points in blood flow in response to treatment were of interest, choosing the smoothing parameter based on minimizing generalized cross-validation (GCV) gave unsatisfactory estimates of the change-points. We propose a new method, aGCV, that re-weights the residual sum of squares and generalized degrees of freedom terms from GCV. The weight is chosen to maximize the decrease in the generalized degrees of freedom as a function of the weight value, while simultaneously minimizing aGCV as a function of the smoothing parameter and the change-points. Compared with GCV, simulation studies suggest that the aGCV method yields improved estimates of the change-point and the value of the function at the change-point.

Date: 2014
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DOI: 10.1080/02664763.2013.830085

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