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.
机构:
Anhui Univ, Sch Math Sci, Hefei 230601, Peoples R China
Cornell Univ, Dept Econ, Ithaca, NY 14853 USAAnhui Univ, Sch Math Sci, Hefei 230601, Peoples R China
Yang, Lianqiang
Hong, Yongmiao
论文数: 0引用数: 0
h-index: 0
机构:
Cornell Univ, Dept Econ, Ithaca, NY 14853 USAAnhui Univ, Sch Math Sci, Hefei 230601, Peoples R China