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Smoothing Splines Penalized Splines

Smoothing Splines Penalized Splines. 1. Smoothing Splines. Roughness of a function. Limit the Roughness. Smoothing Spline Criterion. General Order Smoothing Spline. Cubic Smoothing Spline. Cubic Smoothing Spline. The Cubic Smoothing Spline Smoother. Choice of the smoothing parameter.

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Smoothing Splines Penalized Splines

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  1. Smoothing Splines • Penalized Splines

  2. 1. Smoothing Splines

  3. Roughness of a function

  4. Limit the Roughness

  5. Smoothing Spline Criterion

  6. General Order Smoothing Spline

  7. Cubic Smoothing Spline

  8. Cubic Smoothing Spline

  9. The Cubic Smoothing Spline Smoother

  10. Choice of the smoothing parameter

  11. 2. Penalized Splines

  12. Drawbacks of the Existing Spline Methods

  13. Key Idea

  14. Penalized Spline Criterion

  15. The P-Spline Smoother

  16. Choice of the smoothing parameter

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