Bounded optimal knots for regression splines
| Autor: | Nicolas Molinari, Robert Sabatier, Jean-François Durand |
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| Rok vydání: | 2004 |
| Předmět: |
Statistics and Probability
Mathematical optimization Box spline Multivariate adaptive regression splines Applied Mathematics B-spline Constrained optimization Univariate Computational Mathematics Spline (mathematics) Computer Science::Graphics Computational Theory and Mathematics Free variables and bound variables Applied mathematics Additive model Mathematics |
| Zdroj: | Computational Statistics & Data Analysis. 45:159-178 |
| ISSN: | 0167-9473 |
| DOI: | 10.1016/s0167-9473(02)00343-2 |
| Popis: | Using a B-spline representation for splines with knots seen as free variables, the approximation to data by splines improves greatly. The main limitations are the presence of too many local optima in the univariate regression context, and it becomes even worse in multivariate additive modeling. When the number of knots is a priori fixed, we present a simple algorithm to select their location subject to box constraints for computing least-squares spline approximations. Despite its simplicity, or perhaps because of it, the method is comparable with other more sophisticated techniques and is very attractive for a small number of variables, as shown in the examples. In a complete algorithm, the BIC and AIC criteria are evaluated for choosing the number of knots as well as the degree of the splines. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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