On semiparametric regression with O'Sullivan penalized splines
On semiparametric regression with O'Sullivan penalized splines
复制标题
DOI：
10.1111/j.1467-842x.2008.00507.x
复制
发表时间：
2008-06-01
影响因子：
1.1
通讯作者：
Ormerod, J. T.
中科院分区：
文献类型：
--
作者：
Wand, M. P.;Ormerod, J. T.
论述了O 'Sullivan惩罚样条在当代半参数回归中的应用，包括混合模型和贝叶斯公式。O 'Sullivan惩罚样条类似于P-样条，但具有作为平滑样条的直接推广的优点。得到了O 'Sullivan罚矩阵的精确表达式。两种类型的样条之间的比较表明，奥沙利文惩罚样条更密切地模仿自然边界的平滑样条的行为。讨论了在MATLAB、R和BUGS等现代计算环境中的实现。
An exposition on the use of O'Sullivan penalized splines in contemporary semiparametric regression, including mixed model and Bayesian formulations, is presented. O'Sullivan penalized splines are similar to P-splines, but have the advantage of being a direct generalization of smoothing splines. Exact expressions for the O'Sullivan penalty matrix are obtained. Comparisons between the two types of splines reveal that O'Sullivan penalized splines more closely mimic the natural boundary behaviour of smoothing splines. Implementation in modern computing environments such as MATLAB, R and BUGS is discussed.