Twenty years of P-splines
P-splines first appeared in the limelight twenty years ago. Since then they have become popular in applications and in theoretical work. The combination of a rich B-spline basis and a simple difference penalty lends itself well to a variety of generalizations, because it is based on regression. In e...
| Autores: | , , |
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| Tipo de recurso: | artículo |
| Fecha de publicación: | 2015 |
| País: | España |
| Institución: | Universitat Politècnica de Catalunya (UPC) |
| Repositorio: | UPCommons. Portal del coneixement obert de la UPC |
| Idioma: | inglés |
| OAI Identifier: | oai:upcommons.upc.edu:2117/88526 |
| Acceso en línea: | https://hdl.handle.net/2117/88526 |
| Access Level: | acceso abierto |
| Palabra clave: | B-splines penalty additive model mixed model multidimensional smoothing Classificació AMS::41 Approximations and expansions Classificació AMS::62 Statistics::62G Nonparametric inference Classificació AMS::62 Statistics::62J Linear inference, regression Àrees temàtiques de la UPC::Matemàtiques i estadística::Estadística matemàtica |
| Sumario: | P-splines first appeared in the limelight twenty years ago. Since then they have become popular in applications and in theoretical work. The combination of a rich B-spline basis and a simple difference penalty lends itself well to a variety of generalizations, because it is based on regression. In effect, P-splines allow the building of a “backbone” for the “mixing and matching” of a variety of additive smooth structure components, while inviting all sorts of extensions: varying-coefficient effects, signal (functional) regressors, two-dimensional surfaces, non-normal responses, quantile (expectile) modelling, among others. Strong connections with mixed models and Bayesian analysis have been established. We give an overview of many of the central developments during the first two decades of P-splines. |
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