scholarly journals A new method for finding the optimal smoothing parameter for the abstract smoothing spline

2010 ◽  
Vol 162 (6) ◽  
pp. 1117-1127 ◽  
Author(s):  
Alexander I. Rozhenko
2014 ◽  
Vol 7 (2) ◽  
pp. 104-111 ◽  
Author(s):  
Hiroyuki KANO ◽  
Hiroyuki FUJIOKA ◽  
Clyde F. MARTIN

2001 ◽  
pp. 243-262
Author(s):  
Anatoly Yu. Bezhaev ◽  
Vladimir A. Vasilenko

1986 ◽  
Vol 23 (A) ◽  
pp. 391-405 ◽  
Author(s):  
Craig F. Ansley ◽  
Robert Kohn

Wahba (1978) and Weinert et al. (1980), using different models, show that an optimal smoothing spline can be thought of as the conditional expectation of a stochastic process observed with noise. This observation leads to efficient computational algorithms. By going back to the Hilbert space formulation of the spline minimization problem, we provide a framework for linking the two different stochastic models. The last part of the paper reviews some new efficient algorithms for spline smoothing.


Sign in / Sign up

Export Citation Format

Share Document