Fast adaptive penalized splines

Krivobokova T, Crainiceanu CM, Kauermann G (2008)
JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS 17(1): 1-20.

Zeitschriftenaufsatz | Veröffentlicht | Englisch
 
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Autor*in
Krivobokova, Tatyana; Crainiceanu, Ciprian M.; Kauermann, GöranUniBi
Abstract / Bemerkung
This article proposes a numerically simple method for locally adaptive smoothing. The heterogeneous regression function is modeled as a penalized spline with a varying smoothing parameter modeled as another penalized spline. This is formulated as a hierarchical mixed model, with spline coefficients following zero mean normal distribution with a smooth variance structure. The major contribution of this article is to use the Laplace approximation of the marginal likelihood for estimation. This method is numerically simple and fast. The idea is extended to spatial and non-normal response smoothing.
Stichworte
hierarchical mixed model; function of locally varying complexity; Laplace approximation
Erscheinungsjahr
2008
Zeitschriftentitel
JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS
Band
17
Ausgabe
1
Seite(n)
1-20
ISSN
1061-8600
eISSN
1537-2715
Page URI
https://pub.uni-bielefeld.de/record/1592192

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Krivobokova T, Crainiceanu CM, Kauermann G. Fast adaptive penalized splines. JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS. 2008;17(1):1-20.
Krivobokova, T., Crainiceanu, C. M., & Kauermann, G. (2008). Fast adaptive penalized splines. JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS, 17(1), 1-20. doi:10.1198/106186008X287328
Krivobokova, T., Crainiceanu, C. M., and Kauermann, G. (2008). Fast adaptive penalized splines. JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS 17, 1-20.
Krivobokova, T., Crainiceanu, C.M., & Kauermann, G., 2008. Fast adaptive penalized splines. JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS, 17(1), p 1-20.
T. Krivobokova, C.M. Crainiceanu, and G. Kauermann, “Fast adaptive penalized splines”, JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS, vol. 17, 2008, pp. 1-20.
Krivobokova, T., Crainiceanu, C.M., Kauermann, G.: Fast adaptive penalized splines. JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS. 17, 1-20 (2008).
Krivobokova, Tatyana, Crainiceanu, Ciprian M., and Kauermann, Göran. “Fast adaptive penalized splines”. JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS 17.1 (2008): 1-20.