Penalized regression with model-based penalties
From MaRDI portal
Publication:4521134
DOI10.2307/3315976zbMath0962.62033OpenAlexW1988889362MaRDI QIDQ4521134
James O. Ramsay, Nancy E. Heckman
Publication date: 19 June 2001
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/2668a66528a19a028ddbccf73529695cfae6a098
Nonparametric regression and quantile regression (62G08) Numerical computation using splines (65D07)
Related Items
Differential equation models for statistical functions, An additive penalty \(P\)-spline approach to derivative estimation, Hypercube estimators: penalized least squares, submodel selection, and numerical stability, Adaptation over parametric families of symmetric linear estimators, Estimation of nonlinear differential equation model for glucose-insulin dynamics in type I diabetic patients using generalized smoothing, Semiparametric functional factor models with Bayesian rank selection, Structured penalties for functional linear models -- partially empirical eigenvectors for regression, The theory and application of penalized methods or reproducing kernel Hilbert spaces made easy, A refined parameter estimating approach for HIV dynamic model, Comparison of three semiparametric methods for estimating dependence parameters in copula models, Inference for Constrained Estimation of Tumor Size Distributions, Kernels, regularization and differential equations, Nonparametric smoothing using state space techniques, Locally Adaptive Bayes Nonparametric Regression via Nested Gaussian Processes, Parameter cascades and profiling in functional data analysis, Stochastic dynamic models and Chebyshev splines, Semiparametric regression with shape-constrained penalized splines, Spline Smoothing over Difficult Regions, Sieve estimation of constant and time-varying coefficients in nonlinear ordinary differential equation models by considering both numerical error and measurement error, Asymptotically efficient parameter estimation for ordinary differential equations, Multiple penalty regression: fitting and extrapolating a discrete incomplete multi-way layout, Sparse Additive Ordinary Differential Equations for Dynamic Gene Regulatory Network Modeling, Spline density estimation and inference with model-based penalties, Tracking for parameter and state estimation in possibly misspecified partially observed linear ordinary differential equations, The Analysis of Longitudinal Data Using Mixed Model L‐Splines, Degenerate Gaussian factors for probabilistic inference, An algorithm for generalized monotonic smoothing, \(C^4\) interpolation and smoothing exponential splines based on a sixth order differential operator with two parameters
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Smoothing by spline functions. II
- A smoothing spline based test of model adequacy in polynomial regression
- Data. A collection of problems from many fields for the student and research worker
- Estimation, filtering, and smoothing in state space models with incompletely specified initial conditions
- A stochastic framework for recursive computation of spline functions. II: Smoothing splines
- Smoothing by spline functions.
- A general method for the construction of interpolating or smoothing spline-functions
- The Signal Extraction Approach to Nonlinear Regression and Spline Smoothing
- A fast algorithm for signal extraction, influence and cross-validation in state space models
- Robust Locally Weighted Regression and Smoothing Scatterplots
- Nonparametric spline regression with autoregressive moving average errors
- Design-adaptive Nonparametric Regression
- Estimating Smooth Monotone Functions
- A Flexible Model for Human Circadian Rhythms
- Nonparametric spline regression with prior information
- Accuracy and efficiency of alternative spline smoothing algorithms
- A Correspondence Between Bayesian Estimation on Stochastic Processes and Smoothing by Splines