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1 results

  • On the equivalence of two stochastic approaches to spline smoothing

  • Craig F. Ansley, Robert Kohn
  • Journal:
    Journal of Applied Probability / Volume 23 / Issue A / 1986
    Published online by Cambridge University Press:
    14 July 2016, pp. 391-405
    Print publication:
    1986

  • Wahba (1978) and Weinert et al. (1980), using different models, show that an optimal smoothing spline can be thought of as the conditional expectation of a stochastic process observed with noise. This observation leads to efficient computational algorithms. By going back to the Hilbert space formulation of the spline minimization problem, we provide a framework for linking the two different stochastic models. The last part of the paper reviews some new efficient algorithms for spline smoothing.