Smoothing Spline ANOVA for Variable Screening
نویسندگان
چکیده
Smoothing Spline ANOVA is a statistical modeling algorithm based on a function decomposition similar to the classical analysis of variance (ANOVA) decomposition and the associated notions of main effect and interaction. It represents a suitable screening technique for detecting important variables (Variable Screening) in a given dataset. We present the mathematical background together with possible industrial applications.
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