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Smoothing Splines

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The Cubic Smoothing Spline Smoother. Choice of the smoothing parameter. 2. Penalized Splines. Drawbacks of the Existing Spline Methods. Key Idea. Penalized Spline Criterion ... – PowerPoint PPT presentation

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Title: Smoothing Splines


1
  • Smoothing Splines
  • Penalized Splines

2
1. Smoothing Splines
3
Roughness of a function
4
Limit the Roughness
5
Smoothing Spline Criterion
6
General Order Smoothing Spline
7
Cubic Smoothing Spline
8
Cubic Smoothing Spline
9
The Cubic Smoothing Spline Smoother
10
Choice of the smoothing parameter
11
2. Penalized Splines
12
Drawbacks of the Existing Spline Methods
13
Key Idea
14
Penalized Spline Criterion
15
The P-Spline Smoother
16
Choice of the smoothing parameter
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