Nonparametric spline regression with prior information
利用先验信息的非参数样条回归AI 解读 ↓
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利用先验信息的非参数样条回归AI 解读 ↓
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SUMMARY By using prior information about the regression curve we propose new nonparametric regression estimates. We incorporate two types of information. First, we suppose that the regression curve is similar in shape to a family of parametric curves characterized as the solution to a linear differential equation. The regression curve is estimated by penalized least squares with the differential operator defining the smoothness penalty. We discuss in particular growth and decay curves and take a time transformation to obtain a tractable solution. The second type of prior information is linear equality constraints. We estimate unknown parameters by generalized cross-validation or maximum likelihood and obtain efficient 0(n) algorithms to compute the estimate of the regression curve and the cross-validation and maximum likelihood criterion functions.
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XMSE 感知的自适应经验贝叶斯估计
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HAL-MLE 对数样条密度估计(第一部分:单变量)
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含向量时间序列协变量的时空矩阵自回归模型
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