The smoothing parameter, confidence interval and robustness for smoothing splines

2005 ◽  
Vol 17 (5) ◽  
pp. 613-642 ◽  
Author(s):  
Wen Hsiang Wei
2017 ◽  
Vol 27 (11) ◽  
pp. 3492-3504 ◽  
Author(s):  
ShengLi Tzeng ◽  
Christian Hennig ◽  
Yu-Fen Li ◽  
Chien-Ju Lin

Many studies measure the same type of information longitudinally on the same subject at multiple time points, and clustering of such functional data has many important applications. We propose a novel and easy method to implement dissimilarity measure for functional data clustering based on smoothing splines and smoothing parameter commutation. This method handles data observed at regular or irregular time points in the same way. We measure the dissimilarity between subjects based on varying curve estimates with pairwise commutation of smoothing parameters. The intuition is that smoothing parameters of smoothing splines reflect the inverse of the signal-to-noise ratios and that when applying an identical smoothing parameter the smoothed curves for two similar subjects are expected to be close. Our method takes into account the estimation uncertainty using smoothing parameter commutation and is not strongly affected by outliers. It can also be used for outlier detection. The effectiveness of our proposal is shown by simulations comparing it to other dissimilarity measures and by a real application to methadone dosage maintenance levels.


2021 ◽  
Vol 31 (1) ◽  
Author(s):  
William H. Aeberhard ◽  
Eva Cantoni ◽  
Giampiero Marra ◽  
Rosalba Radice

AbstractThe validity of estimation and smoothing parameter selection for the wide class of generalized additive models for location, scale and shape (GAMLSS) relies on the correct specification of a likelihood function. Deviations from such assumption are known to mislead any likelihood-based inference and can hinder penalization schemes meant to ensure some degree of smoothness for nonlinear effects. We propose a general approach to achieve robustness in fitting GAMLSSs by limiting the contribution of observations with low log-likelihood values. Robust selection of the smoothing parameters can be carried out either by minimizing information criteria that naturally arise from the robustified likelihood or via an extended Fellner–Schall method. The latter allows for automatic smoothing parameter selection and is particularly advantageous in applications with multiple smoothing parameters. We also address the challenge of tuning robust estimators for models with nonlinear effects by proposing a novel median downweighting proportion criterion. This enables a fair comparison with existing robust estimators for the special case of generalized additive models, where our estimator competes favorably. The overall good performance of our proposal is illustrated by further simulations in the GAMLSS setting and by an application to functional magnetic resonance brain imaging using bivariate smoothing splines.


2016 ◽  
Vol 13 (10) ◽  
pp. 7040-7053 ◽  
Author(s):  
Dursun Aydın ◽  
Bahadır Yüzbaşı ◽  
S. Ejaz Ahmed

In this article, we introduce a modified ridge type estimator for the vector of parameters in a partially linear model. This estimator is a generalization of the well-known Speckman’s approach and is based on smoothing splines method. Most important in the implementation of this method is the choice of the smoothing parameter. Many Criteria of selecting smoothing parameters such as improved version of Akaike information criterion (AICc), generalized cross-validation (GCV), cross-validation (CV), Mallows’ Cp criterion, risk estimation using classical pilots (REC) and Bayes information criterion (BIC) are developed in literature. In order to illustrate the ideas in the paper, a real data example and a Monte Carlo simulation study are carried out. Thus, the appropriate selection criteria are provided for a suitable smoothing parameter selection.


Author(s):  
Michael Wodny

Given are the m points (xi,yi), i=1,2,…,m. Spline functions are introduced, and it is noticed that the interpolation task in the case of natural splines has a unique solution. The interpolating natural cubic spline is constructed. For the construction of smoothing splines, different optimization problems are formulated. A selected problem is looked at in detail. The construction of the solution is carried out in two steps. In the first step the unknown Di=s(xi) are calculated via a linear system of equations. The second step is the construction of the interpolating natural cubic spline with respect to these (xi,Di), i=1,2,…,m. Every optimization problem contains a smoothing parameter. A method of estimation of the smoothing parameter from the given data is motivated briefly.


Biometrika ◽  
2013 ◽  
Vol 100 (4) ◽  
pp. 955-970 ◽  
Author(s):  
X. Wang ◽  
P. Du ◽  
J. Shen

Author(s):  
Richard L. Leino ◽  
Jon G. Anderson ◽  
J. Howard McCormick

Groups of 12 fathead minnows were exposed for 129 days to Lake Superior water acidified (pH 5.0, 5.5, 6.0 or 6.5) with reagent grade H2SO4 by means of a multichannel toxicant system for flow-through bioassays. Untreated water (pH 7.5) had the following properties: hardness 45.3 ± 0.3 (95% confidence interval) mg/1 as CaCO3; alkalinity 42.6 ± 0.2 mg/1; Cl- 0.03 meq/1; Na+ 0.05 meq/1; K+ 0.01 meq/1; Ca2+ 0.68 meq/1; Mg2+ 0.26 meq/1; dissolved O2 5.8 ± 0.3 mg/1; free CO2 3.2 ± 0.4 mg/1; T= 24.3 ± 0.1°C. The 1st, 2nd and 3rd gills were subsequently processed for LM (methacrylate), TEM and SEM respectively.Three changes involving chloride cells were correlated with increasing acidity: 1) the appearance of apical pits (figs. 2,5 as compared to figs. 1, 3,4) in chloride cells (about 22% of the chloride cells had pits at pH 5.0); 2) increases in their numbers and 3) increases in the % of these cells in the epithelium of the secondary lamellae.


2020 ◽  
Vol 90 (1-2) ◽  
pp. 49-58 ◽  
Author(s):  
Wang Chunbin ◽  
Wang Han ◽  
Cai Lin

Abstract. Vitamin D deficiency commonly occurs in chronic heart failure. Whether additional vitamin D supplementation can be beneficial to adults with chronic heart failure remains unclear. We conducted a meta-analysis to derive a more precise estimation. PubMed, Embase, and Cochrane databases were searched on September 8, 2016. Seven randomized controlled trials that investigated the effects of vitamin D on cardiovascular outcomes in adults with chronic heart failure, and comprised 592 patients, were included in the analysis. Compared to placebo, vitamin D, at doses ranging from 2,000 IU/day to 50,000 IU/week, could not improve left ventricular ejection fraction (Weighted mean difference, WMD = 3.31, 95% confidence interval, CL = −0.93 to 7.55, P < 0.001, I2 = 92.1%); it also exerts no beneficial effects on the 6 minute walk distance (WMD = 18.84, 95% CL = −24.85 to 62.52, P = 0.276, I2 = 22.4%) and natriuretic peptide (Standardized mean difference, SMD = −0.39, 95% confidence interval CL = −0.48 to 0.69, P < 0.001, I2 = 92.4%). However, a dose-response analysis from two studies demonstrated an improved left ventricular ejection fraction with vitamin D at a dose of 4,000 IU/day (WMD = 6.58, 95% confidence interval CL = −4.04 to 9.13, P = 0.134, I2 = 55.4%). The results showed that high dose vitamin D treatment could potentially benefit adults with chronic heart failure, but more randomized controlled trials are required to confirm this result.


2006 ◽  
Author(s):  
Geoff Cumming ◽  
Melissa Coulson ◽  
Michelle Healey ◽  
Fiona Fidler

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