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Asymptotics for penalized splines in generalized additive models
Asymptotic normality B-spline Generalized additive model Mixed model Pe-nalized spline
2012/9/17
This paper discusses asymptotic theory for penalized spline estimators in generalized additive models. The purpose of this paper is to establish the asymptotic bias and variance as well as the asympto...
PAC-Bayesian Estimation and Prediction in Sparse Additive Models
Additive models sparsity regression estimation PAC-Bayesian bounds oracle inequality MCMC stochastic search.
2012/9/17
The present paper is about estimation and prediction in high-dimensional additive models under a sparsity assumption (p nparadigm).A PAC-Bayesian strategy is investigated, delivering oracle inequaliti...
Two-step estimation of high dimensional additive models
additive model group Lasso penalized least squares.
2012/9/19
This paper investigates the two-step estimation of a high dimensional additive regression model, in which the number of nonparametric additive components is potentially larger than the sample size but...