Flexible smoothing with B-splines and penalties
نویسندگان
چکیده
منابع مشابه
Splines, Knots, and Penalties
Penalized splines have gained much popularity as a flexible tool for smoothing and semi-parametric models. Two approaches have been advocated: 1) use a B-spline basis, equally-spaced knots and difference penalties (Eilers and Marx, 1996) and 2) use truncated power functions, knots based on quantiles of the independent variable and a ridge penalty (Ruppert, Wand and Carroll, 2003). We compare th...
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The P-splines of Eilers andMarx (Stat Sci 11:89– 121, 1996) combine aB-spline basis with a discrete quadratic penalty on the basis coefficients, to produce a reduced rank spline like smoother. P-splines have three properties that make them very popular as reduced rank smoothers: (i) the basis and the penalty are sparse, enabling efficient computation, especially for Bayesian stochastic simulati...
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ژورنال
عنوان ژورنال: Statistical Science
سال: 1996
ISSN: 0883-4237
DOI: 10.1214/ss/1038425655