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Fast estimation of multidimensional adaptive P-spline models
Rodríguez-Álvarez, M.X.
; Durban, M.; Lee, D.-J.; Eilers, P.H.C. (2016-10-21)
; Durban, M.; Lee, D.-J.; Eilers, P.H.C. (2016-10-21)
A fast and stable algorithm for estimating multidimensional adaptive P-spline models is presented. We call it as Separation of Overlapping Penalties (SOP) as it is an extension of the Separation of Anisotropic Penalties ...