Fast estimation of multidimensional adaptive P-spline models
Methodology
2016-10-24 v1
Abstract
A fast and stable algorithm for estimating multidimensional adaptive P-spline models is presented. We call it as Separation of Overlapping Penalties (SOP) as it is an extension of the \textit{Separation of Anisotropic Penalties} (SAP) algorithm. SAP was originally derived for the estimation of the smoothing parameters of a multidimensional tensor product P-spline model with anisotropic penalties.
Cite
@article{arxiv.1610.06861,
title = {Fast estimation of multidimensional adaptive P-spline models},
author = {María Xosé Rodríguez-Álvarez and María Durbán and Dae-Jin Lee and Paul H. C. Eilers},
journal= {arXiv preprint arXiv:1610.06861},
year = {2016}
}