Author:
Ansley Craig F.,Kohn Robert
Abstract
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.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Reference21 articles.
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