On the equivalence of two stochastic approaches to spline smoothing
Keyword(s):
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.
1986 ◽
Vol 23
(A)
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pp. 391-405
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1998 ◽
Vol 11
(3)
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pp. 411-423
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1983 ◽
Vol 24
(8)
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pp. 2142-2145
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2002 ◽
Vol 35
(3)
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pp. 807-829
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2010 ◽
Vol 162
(6)
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pp. 1117-1127
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1966 ◽
Vol 7
(11)
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pp. 2107-2120
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2014 ◽
Vol 7
(2)
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pp. 104-111
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2017 ◽
Vol 25
(2)
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