This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.
Abstract Details
Activity Number:
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244
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Type:
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Contributed
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Date/Time:
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Monday, August 2, 2010 : 2:00 PM to 3:50 PM
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Sponsor:
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Section on Nonparametric Statistics
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Abstract - #307335 |
Title:
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Iteratively Reweighted Smoothing Splines
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Author(s):
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Heeyoung Kim*+ and Xiaoming Huo
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Companies:
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Georgia Institute of Technology and Georgia Institute of Technology
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Address:
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, Atlanta, GA, ,
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Keywords:
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smoothing splines ;
spatially adaptive smoothing ;
weighted smoothing splines
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Abstract:
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To achieve spatial adaptivity in smoothing splines, an iteratively reweighting scheme is proposed. The weights are iteratively determined based on the second derivatives of the estimated function. We refer to our method as Iteratively Reweighted Smoothing Splines (IRSS). The proposed method is numerically simple and outperforms other spline estimators in our simulation study. Our method is also easily extended to additive models.
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