2014
DOI: 10.1214/13-ba866
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Bayesian Adaptive Smoothing Splines Using Stochastic Differential Equations

Abstract: The smoothing spline is one of the most popular curve-fitting methods, partly because of empirical evidence supporting its effectiveness and partly because of its elegant mathematical formulation. However, there are two obstacles that restrict the use of smoothing spline in practical statistical work. Firstly, it becomes computationally prohibitive for large data sets because the number of basis functions roughly equals the sample size. Secondly, its global smoothing parameter can only provide constant amount … Show more

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Cited by 33 publications
(34 citation statements)
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“…July 1962 to June 1963). Time was also treated as a random effect and its effect on catch was modelled with an order two random walk, which is equivalent to a cubic spline 63 . Gear (net, drumlines) was included in the model as a fixed effect, to account for differences in catchability between gear types.…”
Section: Methodsmentioning
confidence: 99%
“…July 1962 to June 1963). Time was also treated as a random effect and its effect on catch was modelled with an order two random walk, which is equivalent to a cubic spline 63 . Gear (net, drumlines) was included in the model as a fixed effect, to account for differences in catchability between gear types.…”
Section: Methodsmentioning
confidence: 99%
“…The state-specific function f c (�) is a second-order random walk (RW2) model as a continuous time process [18] on the log-scaled TFR F c,t . The function is flexible to incorporate the non-linear fertility transition given the reverse of fertility at very low level [19].…”
Section: Plos Onementioning
confidence: 99%
“…Without giving any concrete details, Lindgren et al (2011) suggested that this SPDE can be used in connection with their Gaussian Markov random-field method. See also Simpson et al (2012) and Yue et al (2012). Cameletti et al (2013) modelled particulate matter concentration in space and time with a separable covariance structure and an SPDE-based spatial Gaussian Markov random field for the innovation term.…”
Section: A Continuous Space-time Model: the Advection-diffusion Stochmentioning
confidence: 99%