Bayesian mixture of splines for spatially adaptive nonparametric regression
用于局部自适应非参数回归的贝叶斯样条混合
A Bayesian approach is presented for spatially adaptive nonparametric regression where the regression function is modelled as a mixture of splines. Each component spline in the mixture has associated with it a smoothing parameter which is defined over a local region of the covariate space. These local regions overlap such that individual data points may lie simultaneously in multiple regions. Consequently each component spline has attached to it a weight at each point of the…