The selection of bandwidth of GSVA
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Xingyu • 0
@xingyu-15031
Last seen 3.3 years ago

Hi,

I'm learning GSVA paper recently and I'm wondering why GSVA chose Si/4 as the bandwidth for a Gaussian kenel estimation. I have read all the document I can find for GSVA but still didn't find the answer. Could you please give me the reason of this choice?

Thanks!

GSVA gsva • 510 views
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Robert Castelo ★ 2.7k
@rcastelo
Last seen 10 weeks ago
Barcelona/Universitat Pompeu Fabra

hi,

we chose this fixed setting because from our experience it worked well in practice.

robert.

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Hi Robert,

I wonder is there a quantitative metric for evaluating how well it worked or just chose one which gave best results?

Thanks so much!

Xingyu

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We were happy with how the whole approach was working in the different applications shown in the paper. This, however, does not mean that the choice we made is the best one for every possible application and there might be room for improvement by making a more careful choice of bandwidth. If users feel they want to tune that parameter, we can add an argument to do it. If you want to have a deeper understanding of this subject, you should start with the book of Silverman (1986).

cheers,

robert.

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Thanks very much. I'm now trying to tune the Sigma parameter '4' in the GSVA package. I directly changed this parameter in the src C code of GSVA source package. Hope that will work.

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