Fast estimation of multidimensional adaptive P-spline models
classification
📊 stat.ME
keywords
multidimensionalp-splinepenaltiesadaptivealgorithmanisotropicestimationfast
read the original 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.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.