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Abstract Details

Activity Number: 244
Type: Contributed
Date/Time: Monday, August 2, 2010 : 2:00 PM to 3:50 PM
Sponsor: Section on Nonparametric Statistics
Abstract - #307335
Title: Iteratively Reweighted Smoothing Splines
Author(s): Heeyoung Kim*+ and Xiaoming Huo
Companies: Georgia Institute of Technology and Georgia Institute of Technology
Address: , Atlanta, GA, ,
Keywords: smoothing splines ; spatially adaptive smoothing ; weighted smoothing splines
Abstract:

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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