Smoothing Spline ANOVA for Variable Screening

被引:0
|
作者
Ricco, Laura [1 ]
Rigoni, Enrico [1 ]
Turco, Alessandro [1 ]
机构
[1] ESTECO Spa, Area Sci Pk, Trieste, Italy
关键词
D O I
暂无
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
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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页码:130 / 139
页数:10
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