光滑样条统计.pptVIP

Introduction to Smoothing Splines Tongtong Wu Feb 29, 2004 Outline Introduction Linear and polynomial regression, and interpolation Roughness penalties Interpolating and Smoothing splines Cubic splines Interpolating splines Smoothing splines Natural cubic splines Choosing the smoothing parameter Available software Key Words roughness penalty penalized sum of squares natural cubic splines Motivation Motivation Motivation Motivation Introduction Linear and polynomial regression : Global influence Increasing of polynomial degrees happens in discrete steps and can not be controlled continuously