2021
DOI: 10.1017/9781108610247
|View full text |Cite
|
Sign up to set email alerts
|

Practical Smoothing

Abstract: This is a practical guide to P-splines, a simple, flexible and powerful tool for smoothing. P-splines combine regression on B-splines with simple, discrete, roughness penalties. They were introduced by the authors in 1996 and have been used in many diverse applications. The regression basis makes it straightforward to handle non-normal data, like in generalized linear models. The authors demonstrate optimal smoothing, using mixed model technology and Bayesian estimation, in addition to classical tools like cro… Show more

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
2
1
1
1

Citation Types

0
31
0

Year Published

2021
2021
2024
2024

Publication Types

Select...
5
2
1

Relationship

0
8

Authors

Journals

citations
Cited by 53 publications
(42 citation statements)
references
References 132 publications
0
31
0
Order By: Relevance
“…P-splines (penalized B-splines) are B-splines with a difference penalty applied to the coefficients to control the smoothness, and thus overfitting ( Eilers and Marx, 1996 ). The P-spline approach is very powerful to model any profile without a priori knowledge of the data and to provide interpretable coefficients ( Eilers and Marx, 2021 ; Wood, 2006 ). It has been used in many applications and theoretical works ( Eilers et al , 2015 ), such as data smoothing ( Currie and Durban, 2002 ), Bayesian statistics ( Gressani and Lambert, 2021 ) and machine learning with generalized additive models ( Brezger and Lang, 2006 ; Wood, 2006 ).…”
Section: Methodsmentioning
confidence: 99%
“…P-splines (penalized B-splines) are B-splines with a difference penalty applied to the coefficients to control the smoothness, and thus overfitting ( Eilers and Marx, 1996 ). The P-spline approach is very powerful to model any profile without a priori knowledge of the data and to provide interpretable coefficients ( Eilers and Marx, 2021 ; Wood, 2006 ). It has been used in many applications and theoretical works ( Eilers et al , 2015 ), such as data smoothing ( Currie and Durban, 2002 ), Bayesian statistics ( Gressani and Lambert, 2021 ) and machine learning with generalized additive models ( Brezger and Lang, 2006 ; Wood, 2006 ).…”
Section: Methodsmentioning
confidence: 99%
“…The parameter λ > 0 acts as a tuning parameter calibrating the “degree” of smoothness and is a penalty matrix built from r th order difference matrices D r of dimension ( K − r ) × K perturbed by an ε -multiple (here ε = 10 −6 ) of the K -dimensional identity matrix I K to ensure full rankedness. The reader is redirected to Eilers and Marx (2021) for a complete textbook treatment of P-splines. Following Lang and Brezger (2004), we impose a Gaussian prior on the spline vector , with precision matrix Q λ = λP .…”
Section: Methodology Behind Epilpsmentioning
confidence: 99%
“…The TCATA data were fitted by generalized linear models (GLM) (Fahrmeir & Gerhard, 2001), using a Poisson link function to accommodate for the binary data and an additional roughness penalty to suppress differences between adjacent counts (Eilers, 2007, 2017). For background information on Poisson regression for count data, the reader is referred to (Eilers & Marx, 2021; Hilbe, 2014).…”
Section: Theorymentioning
confidence: 99%
“…The fitted curve should be made as smooth as possible but not at the cost of a lack‐of‐fit. Optimal smoothing can be obtained by estimation of λ by means of cross‐validation (Eilers & Marx, 2021) or by applying Akaikes's information criterion (Akaike, 1974). For this study, the choice of λ did not appear to be critical as the curves were already fairly smooth through data processing (bucketing).…”
Section: Theorymentioning
confidence: 99%
See 1 more Smart Citation