Publications-Theses
Article View/Open
Publication Export
Google ScholarTM
NCCU Library
Citation Infomation
Related Publications in TAIR
| Title | 基於Penalized Spline的信賴帶之比較與改良 Comparison and Improvement for Confidence Bands Based on Penalized Spline |
| Creator | 游博安 Yu, Po An |
| Contributor | 黃子銘 Huang, Tzee Ming 游博安 Yu, Po An |
| Key Words | B-Spline Penalized Spline 信賴帶 混合效應模型 無母數方法 B-spline Penalized spline Confidence band Mixed model Nonparametric |
| Date | 2015 |
| Date Issued | 24-Aug-2015 10:33:55 (UTC+8) |
| Summary | 迴歸分析中，若變數間有非線性(nonlinear)的關係，此時我們可以用B-spline線性迴歸，一種無母數的方法，建立模型。Penalized spline是B-spline方法的一種改良，其想法是增加一懲罰項，避免估計函數時出現過度配適的問題。本文中，考慮三種方法:(a) Marginal Mixed Model approach, (b) Conditional Mixed Model approach, (c) 貝氏方法建立信賴帶，其中，我們對第一二種方法內的估計式作了一點調整，另外，懲罰項中的平滑參數也是我們考慮的問題。我們發現平滑參數確實會影響信賴帶，所以我們使用cross-validation來選取平滑參數。在調整的cross-validation下，Marginal Mixed Model的信賴帶估計不平滑的函數效果較好，Conditional Mixed Model的信賴帶估計平滑函數的效果較好，貝氏的信賴帶估計函數效果較差。 In regression analysis, we can use B-spline to estimate regression function nonparametrically when the regression function is nonlinear. Penalized splines have been proposed to improve the performance of B-splines by including a penalty term to prevent over-fitting. In this article, we compare confidence bands constructed by three estimation methods: (a) Marginal Mixed Model approach, (b) Conditional Mixed Model approach, and (c) Bayesian approach. We modify the first two methods slightly. In addition, the selection of smoothing parameter of penalization is considered. We found that the smoothing parameter affects confidence bands a lot, so we use cross-validation to choose the smoothing parameter. Finally, based on the restricted cross-validation, Marginal Mixed Model performs better for less smooth regression functions, Conditional Mixed Model performs better for smooth regression functions and Bayesian approach performs badly. |
| 參考文獻 | Sun, J. (1993), ”Tail Probabilities of the Maxima of Gaussian Random Fields,” The Annals of Probability, 21 (1), 34-71. Sun, J., and Loader, C. R. (1994), ”Simultaneous Confidence Bands for Linear Regression and Smoothing,” The Annals of Statistics, 22 (3), 1328-1345. Eilers, P.H. C., and Marx, B. D. (1996), “Flexible Smoothing With B-splines and Penalties” Statistical Science, 11 (2), 89-121. Hall, P., and Opsomer, J. (2005), “Theory for Penalized Spline Regression,” Biometrika, 92, 105-118. Crainiceanu, C. Ruppert, D., Carroll, R., Adarsh, J., and Goodner, B. (2007),”Spatially Adaptive Penalized Splines With Heteroscedastic Errors,” Journal of Computational and Graphical Statistics, 16, 265-288. Li, Y., and Ruppert, D. (2008), “On the Asymptotics of Penalized Splines,” Biometrika, 95 (2), 415-436. Claeskens, G. Krivobokova, T., and Opsomer, J. (2009), “Asmptotic Properties of Penalized Spline Estimators,” Biometrika, 96 (3), 529-544. Kauermann, G., Krivibokova, T., and Fahrmeir, L. (2009), “Some Asymptotic Results on Generalized Penalized Spline Smoothing,” Journal of the Royal Statistical Society, Ser. B, 71 (2), 487-503. Krivobokova, Kneib, and Claeskens. (2010), “Simultaneous Confidence Bands for Penalized Spline Estimators,” Journal of the American Statistical Association, 105-490. |
| Description | 碩士 國立政治大學 統計研究所 102354016 |
| 資料來源 | http://thesis.lib.nccu.edu.tw/record/#G1023540161 |
| Type | thesis |
| dc.contributor.advisor | 黃子銘 | zh_TW |
| dc.contributor.advisor | Huang, Tzee Ming | en_US |
| dc.contributor.author (Authors) | 游博安 | zh_TW |
| dc.contributor.author (Authors) | Yu, Po An | en_US |
| dc.creator (作者) | 游博安 | zh_TW |
| dc.creator (作者) | Yu, Po An | en_US |
| dc.date (日期) | 2015 | en_US |
| dc.date.accessioned | 24-Aug-2015 10:33:55 (UTC+8) | - |
| dc.date.available | 24-Aug-2015 10:33:55 (UTC+8) | - |
| dc.date.issued (上傳時間) | 24-Aug-2015 10:33:55 (UTC+8) | - |
| dc.identifier (Other Identifiers) | G1023540161 | en_US |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/77918 | - |
| dc.description (描述) | 碩士 | zh_TW |
| dc.description (描述) | 國立政治大學 | zh_TW |
| dc.description (描述) | 統計研究所 | zh_TW |
| dc.description (描述) | 102354016 | zh_TW |
| dc.description.abstract (摘要) | 迴歸分析中，若變數間有非線性(nonlinear)的關係，此時我們可以用B-spline線性迴歸，一種無母數的方法，建立模型。Penalized spline是B-spline方法的一種改良，其想法是增加一懲罰項，避免估計函數時出現過度配適的問題。本文中，考慮三種方法:(a) Marginal Mixed Model approach, (b) Conditional Mixed Model approach, (c) 貝氏方法建立信賴帶，其中，我們對第一二種方法內的估計式作了一點調整，另外，懲罰項中的平滑參數也是我們考慮的問題。我們發現平滑參數確實會影響信賴帶，所以我們使用cross-validation來選取平滑參數。在調整的cross-validation下，Marginal Mixed Model的信賴帶估計不平滑的函數效果較好，Conditional Mixed Model的信賴帶估計平滑函數的效果較好，貝氏的信賴帶估計函數效果較差。 | zh_TW |
| dc.description.abstract (摘要) | In regression analysis, we can use B-spline to estimate regression function nonparametrically when the regression function is nonlinear. Penalized splines have been proposed to improve the performance of B-splines by including a penalty term to prevent over-fitting. In this article, we compare confidence bands constructed by three estimation methods: (a) Marginal Mixed Model approach, (b) Conditional Mixed Model approach, and (c) Bayesian approach. We modify the first two methods slightly. In addition, the selection of smoothing parameter of penalization is considered. We found that the smoothing parameter affects confidence bands a lot, so we use cross-validation to choose the smoothing parameter. Finally, based on the restricted cross-validation, Marginal Mixed Model performs better for less smooth regression functions, Conditional Mixed Model performs better for smooth regression functions and Bayesian approach performs badly. | en_US |
| dc.description.tableofcontents | 1 緒論 1 1.1 Penalized Spline 2 2 三種建立信賴帶的方法 3 2.1 使用Volume of Tube Formula建立信賴帶 3 2.1.1 基於Marginal Mixed Model的信賴帶 4 2.1.2 基於Conditional Mixed Model的信賴帶 5 2.2 貝氏信賴帶 6 3 模擬與比較 7 3.1 固定平滑參數的信賴帶 7 3.2 cross-validation選取平滑參數的信賴帶比較 14 3.3 調整的cross-validation選取平滑參數的信賴帶比較 16 4 結論與建議 18 4.1 結論 18 4.2 建議 18 | zh_TW |
| dc.format.extent | 916427 bytes | - |
| dc.format.mimetype | application/pdf | - |
| dc.source.uri (資料來源) | http://thesis.lib.nccu.edu.tw/record/#G1023540161 | en_US |
| dc.subject (關鍵詞) | B-Spline | zh_TW |
| dc.subject (關鍵詞) | Penalized Spline | zh_TW |
| dc.subject (關鍵詞) | 信賴帶 | zh_TW |
| dc.subject (關鍵詞) | 混合效應模型 | zh_TW |
| dc.subject (關鍵詞) | 無母數方法 | zh_TW |
| dc.subject (關鍵詞) | B-spline | en_US |
| dc.subject (關鍵詞) | Penalized spline | en_US |
| dc.subject (關鍵詞) | Confidence band | en_US |
| dc.subject (關鍵詞) | Mixed model | en_US |
| dc.subject (關鍵詞) | Nonparametric | en_US |
| dc.title (題名) | 基於Penalized Spline的信賴帶之比較與改良 | zh_TW |
| dc.title (題名) | Comparison and Improvement for Confidence Bands Based on Penalized Spline | en_US |
| dc.type (資料類型) | thesis | en |
| dc.relation.reference (參考文獻) | Sun, J. (1993), ”Tail Probabilities of the Maxima of Gaussian Random Fields,” The Annals of Probability, 21 (1), 34-71. Sun, J., and Loader, C. R. (1994), ”Simultaneous Confidence Bands for Linear Regression and Smoothing,” The Annals of Statistics, 22 (3), 1328-1345. Eilers, P.H. C., and Marx, B. D. (1996), “Flexible Smoothing With B-splines and Penalties” Statistical Science, 11 (2), 89-121. Hall, P., and Opsomer, J. (2005), “Theory for Penalized Spline Regression,” Biometrika, 92, 105-118. Crainiceanu, C. Ruppert, D., Carroll, R., Adarsh, J., and Goodner, B. (2007),”Spatially Adaptive Penalized Splines With Heteroscedastic Errors,” Journal of Computational and Graphical Statistics, 16, 265-288. Li, Y., and Ruppert, D. (2008), “On the Asymptotics of Penalized Splines,” Biometrika, 95 (2), 415-436. Claeskens, G. Krivobokova, T., and Opsomer, J. (2009), “Asmptotic Properties of Penalized Spline Estimators,” Biometrika, 96 (3), 529-544. Kauermann, G., Krivibokova, T., and Fahrmeir, L. (2009), “Some Asymptotic Results on Generalized Penalized Spline Smoothing,” Journal of the Royal Statistical Society, Ser. B, 71 (2), 487-503. Krivobokova, Kneib, and Claeskens. (2010), “Simultaneous Confidence Bands for Penalized Spline Estimators,” Journal of the American Statistical Association, 105-490. | zh_TW |