ON SEMIPARAMETRIC REGRESSION WITH O'SULLIVAN PENALIZED SPLINES

By Matt P. Wand, John Thomas Ormerod. 2008

209 citations recorded by the source corpus.

Subfields: Computational Mechanics, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/fb6befb7cedf1395da51f6961e6126fbab745d3a

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In Computational Mechanics

In Statistics and Probability

Citations in the corpus

Variational Inference for Heteroscedastic Semiparametric Regression (2015, methodology): “Our default for the zuk and z v k are suitably transformed cubic O’Sullivan splines, as described in section 4 of Wand & Ormerod (2008).”
Mean field variational bayes for elaborate distributions (2011, background): “A penalized spline model for f is where { z 1 ( x ) , . . . , z K ( x ) } is an appropriate set of spline basis functions (e.g., Wand and Ormerod 2008).”
Laplace Variational Approximation for Semiparametric Regression in the Presence of Heteroskedastic Errors (2016, background): “Often, P-splines (Eilers and Marx 1996) or O’Sullivan splines (Wand and Ormerod 2008) are used as alternatives for their computational stability.”
Flexible Copula Density Estimation with Penalized Hierarchical B‐splines (2013, background): “With matrix L we can now penalize differences in neighbouring spline coefficients and define the penalty matrix P = WLLW ; see also Wand and Ormerod (2008) and Ruppert, Wand, and Carroll (2003).”
A general framework for functional regression modelling (2017, methodology): “…smoothing penalty such as difference-based (P-splines; Eilers and Marx, 1996) or derivative-based (O’Sullivan penalized splines; O’Sullivan, 1986; Wand and Ormerod, 2008) penalty terms for B-splines and a penalization of the truncated polynomial terms for the truncated power series basis…”
Fully simplified multivariate normal updates in non-conjugate variational message passing (2014, unknown): “My default for the z jk are suitably transformed cubic O'Sullivan splines, as described in Section 4 of Wand and Ormerod (2008).”
On the asymptotics of penalized spline smoothing (2011, unknown): “On the other hand, Wand and Ormerod [26] studied splines which replace the difference penalty in (2) by a smoothing spline type penalty, so that n∑ i=1 [ yi − Kn+p∑ k=1 bkB [p] k (ti) ]2 + λ̃∗ ∫ 1 0 [ dm dtm Kn+p∑ k=1 bkB [p] k (t) ]2 dt (4) is minimized where m ≤ p and λ̃∗ > 0.”
Penalized Wavelets: Embedding Wavelets into Semiparametric Regression (2011, methodology): “MR2431193 [67] Wand, M.P., Ormerod, J.T., Padoan, S.A. and Frühwirth, R. (2011).”
Twenty years of P-splines (2015, background): “Wand and Ormerod (2008) have extended O’Sullivan’s idea to higher orders of the derivative.”