More efficient approximation of smoothing splines via space-filling basis selection

24 Mar 2020 Meng Cheng Zhang Xinlian Zhang Jingyi Zhong Wenxuan Ma Ping

We consider the problem of approximating smoothing spline estimators in a nonparametric regression model. When applied to a sample of size $n$, the smoothing spline estimator can be expressed as a linear combination of $n$ basis functions, requiring $O(n^3)$ computational time when the number of predictors $d\geq 2$... (read more)

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  • COMPUTATION
  • METHODOLOGY