P-splines with derivative based penalties and tensor product smoothing of unevenly distributed data

• Published in: Statistics and computing Vol. 27; no. 4; pp. 985 - 989
• Main Author: Wood, Simon N.
• Format: Journal Article
• Language: English
• Published: New York Springer US 01.07.2017; Springer Nature B.V
• Subjects: Artificial Intelligence; Basis functions; Bayesian analysis; Computational efficiency; Computer simulation; Data smoothing; Fines & penalties; Mathematics and Statistics; Probability and Statistics in Computer Science; Sparsity; Splines; Statistical Theory and Methods; Statistics; Statistics and Computing/Statistics Programs; Derivative penalty; Reduced rank spline; P-spline; Tensor product smooth; Smoothing spline

The P-splines of Eilers and Marx (Stat Sci 11:89–121, 1996 ) combine a B-spline basis with a discrete quadratic penalty on the basis coefficients, to produce a reduced rank spline like smoother. P-splines have three properties that make them very popular as reduced rank smoothers: (i) the basis and...