相关论文: Model selection criteria for regression models wit…

In this paper we introduce a new method for automatically selecting knots in spline regression. The approach consists in setting a large number of initial knots and fitting the spline regression through a penalized likelihood procedure…

Inspired by the complexity of certain real-world datasets, this article introduces a novel flexible linear spline index regression model. The model posits piecewise linear effects of an index on the response, with continuous changes…

Regression spline is a useful tool in nonparametric regression. However, finding the optimal knot locations is a known difficult problem. In this article, we introduce the Non-concave Penalized Regression Spline. This proposal method not…

This paper presents a new approach to selecting knots at the same time as estimating the B-spline regression model. Such simultaneous selection of knots and model is not trivial, but our strategy can make it possible by employing a…

The varying coefficient model has received broad attention from researchers as it is a powerful dimension reduction tool for non-parametric modeling. Most existing varying coefficient models fitted with polynomial spline assume equidistant…

In this paper, we present a nonlinear least-squares fitting algorithm using B-splines with free knots. Since its performance strongly depends on the initial estimation of the free parameters (i.e. the knots), we also propose a fast and…

Regression splines are largely used to investigate and predict data behavior, attracting the interest of mathematicians for their beautiful numerical properties, and of statisticians for their versatility with respect to the applications.…

Regression splines are smooth, flexible, and parsimonious nonparametric function estimators. They are known to be sensitive to knot number and placement, but if assumptions such as monotonicity or convexity may be imposed on the regression…

In multivariate spline regression, the number and locations of knots influence the performance and interpretability significantly. However, due to non-differentiability and varying dimensions, there is no desirable frequentist method to…

Quantile regression has received increased attention in the statistics community in recent years. This article adapts an auxiliary variable method, commonly used in Bayesian variable selection for mean regression models, to the fitting of…

This paper presents a learning-based method to solve the traditional parameterization and knot placement problems in B-spline approximation. Different from conventional heuristic methods or recent AI-based methods, the proposed method does…

We propose an approach for fitting linear regression models that splits the set of covariates into groups. The optimal split of the variables into groups and the regularized estimation of the regression coefficients are performed by…

We provide a flexible framework for selecting among a class of additive partial linear models that allows both linear and nonlinear additive components. In practice, it is challenging to determine which additive components should be…

In this paper, we will outline a novel data-driven method for estimating functions in a multivariate nonparametric regression model based on an adaptive knot selection for B-splines. The underlying idea of our approach for selecting knots…

We propose a method for adaptive nonlinear sequential modeling of vector-time series data. Data is modeled as a nonlinear function of past values corrupted by noise, and the underlying non-linear function is assumed to be approximately…

A new statistical procedure, based on a modified spline basis, is proposed to identify the linear components in the panel data model with fixed effects. Under some mild assumptions, the proposed procedure is shown to consistently estimate…

We develop a fully automatic Bayesian Lasso via variational inference. This is a scalable procedure for approximating the posterior distribution. Special attention is driven to the knot selection in regression spline. In order to carry…

Penalized spline smoothing is a popular and flexible method of obtaining estimates in nonparametric regression but the classical least-squares criterion is highly susceptible to model deviations and atypical observations. Penalized spline…

Penalized regression has become a standard tool for model building across a wide range of application domains. Common practice is to tune the amount of penalization to tradeoff bias and variance or to optimize some other measure of…

Lasso and other regularization procedures are attractive methods for variable selection, subject to a proper choice of shrinkage parameter. Given a set of potential subsets produced by a regularization algorithm, a consistent model…