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On boosting kernel regression

By M Di Marzio and CC Taylor

Abstract

In this paper we propose a simple multistep regression smoother which is constructed in an iterative manner, by learning the Nadaraya-Watson estimator with L-2 boosting. We find, in both theoretical analysis and simulation experiments, that the bias converges exponentially fast. and the variance diverges exponentially slow. The first boosting step is analysed in more detail, giving asymptotic expressions as functions of the smoothing parameter, and relationships with previous work are explored. Practical performance is illustrated by both simulated and real data

Publisher: Elsevier Science BV
Year: 2008
OAI identifier: oai:eprints.whiterose.ac.uk:42949

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