Spatially adaptive smoothing splines

被引:40
|
作者
Pintore, A
Speckman, P
Holmes, CC
机构
[1] Univ Oxford, Dept Stat, Oxford OX1 3TG, England
[2] Univ Missouri, Dept Stat, Columbia, MO 65211 USA
关键词
curve fitting; generalised crossvalidation; smoothing spline; spatial adaption; spline;
D O I
10.1093/biomet/93.1.113
中图分类号
Q [生物科学];
学科分类号
07 ; 0710 ; 09 ;
摘要
We use a reproducing kernel Hilbert space representation to derive the smoothing spline solution when the smoothness penalty is a function lambda(t) of the design space t, thereby allowing the model to adapt to various degrees of smoothness in the structure of the data. We propose a convenient form for the smoothness penalty function and discuss computational algorithms for automatic curve fitting using a generalised crossvalidation measure.
引用
收藏
页码:113 / 125
页数:13
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