Academy of Mathematics and Systems Science, CAS
Colloquia & Seminars

Speaker:	刘一鹤，北京建筑大学
Inviter:	熊世峰
Title:	Sequential implementation of reconstruction regression
Language:	Chinese
Time & Venue:	2022.12.22 20:45-21:30 腾讯会议:940-262-080
Abstract:	We propose a sequential method for implementing reconstruction regression. With a space-filling design of a small sample size, we use GP interpolation-based reconstruction regression to build initial prediction model. In the following steps, a new knot, corresponding to the maximum residual, is added, and the prediction model is updated at each iteration. This process stops when the generalized cross-validation criterion achieves a threshold. The proposed method has much less computational burden than standard GP-based and kernel methods, and is suitable for big data analysis. Numerical simulations are presented to illustrate our method.