This preview has intentionally blurred parts. Sign up to view the full document

View Full Document

Unformatted Document Excerpt

1 E ffi c i e n t a n d f a s t s p l i n e- b a c k fi t t e d k e r n e l s m o o t h i n g o f a d d i t i v e r e g r e s s i o n m o d e l * L i j i a n Y a n g D e p a r t m e n t o f S t a t i s t i c s a n d P r o b a b i l i t y M i c h i g a n S t a t e U n i v e r s i t y E a s t L a n s i n g , M I 4 8 8 2 4 a n d D e p a r t m e n t o f S t a t i s t i c s a n d A p p l i e d P r o b a b i l i t y N a t i o n a l U n i v e r s i t y o f S i n g a p o r e S i n g a p o r e 1 1 7 5 4 6 * J o i n t w o r k w i t h P h . D . s t u d e n t J i n g W a n g , p a r t i a l l y s u p p o r t e d b y N S F g r a n t s D M S 4 5 3 3 , B C S 3 8 4 2 , S E S 1 2 7 7 2 2 . S p l i n e- b a c k fi t t e d k e r n e l s m o o t h i n g o f a d d i t i v e r e g r e s s i o n m o d e l , M a y 1 1 , 2 5 d = 1 , n = 2 , e f f i c i e n c y = .8 4 4 1 .5 X Y 2 O u t l i n e N o n- a n d s e m i p a r a m e t r i c r e g r e s s i o n : u s e f u l , b u t i n t i m i d a t i n g S p l i n e- b a c k fi t t e d k e r n e l s m o o t h i n g o f a d d i t i v e r e g r e s s i o n m o d e l , M a y 1 1 , 2 5 d = 1 , n = 2 , e f f i c i e n c y = .8 4 4 1 .5 X Y 3 O u t l i n e N o n- a n d s e m i p a r a m e t r i c r e g r e s s i o n : u s e f u l , b u t i n t i m i d a t i n g C r i t i c i s m # 1 : c u r s e o f d i m e n s i o n a l i t y S p l i n e- b a c k fi t t e d k e r n e l s m o o t h i n g o f a d d i t i v e r e g r e s s i o n m o d e l , M a y 1 1 , 2 5 d = 1 , n = 2 , e f f i c i e n c y = .8 4 4 1 .5 X Y 4 O u t l i n e N o n- a n d s e m i p a r a m e t r i c r e g r e s s i o n : u s e f u l , b u t i n t i m i d a t i n g C r i t i c i s m # 1 : c u r s e o f d i m e n s i o n a l i t y C r i t i c i s m # 2 : c o m p u t i n g b u r d e n u n b e a r a b l e S p l i n e- b a c k fi t t e d k e r n e l s m o o t h i n g o f a d d i t i v e r e g r e s s i o n m o d e l , M a y 1 1 , 2 5 d = 1 , n = 2 , e f f i c i e n c y = .8 4 4 1 .5 X Y 5 O u t l i n e N o n- a n d s e m i p a r a m e t r i c r e g r e s s i o n : u s e f u l , b u t i n t i m i d a t i n g C r i t i c i s m # 1 : c u r s e o f d i m e n s i o n a l i t y C r i t i c i s m # 2 : c o m p u t i n g b u r d e n u n b e a r a b l e C r i t i c i s m # 3 : c o n fi d e n c e b a n d u n a v a i l a b l e S p l i n e- b a c k fi t t e d k e r n e l s m o o t h i n g o f a d d i t i v e r e g r e s s i o n m o d e l , M a y 1 1 , 2 5 d = 1 , n = 2 , e f f i c i e n c y = .8 4 4 1 .5 X Y 6 O u t l i n e N o n- a n d s e m i p a r a m e t r i c r e g r e s s i o n : u s e f u l , b u t i n t i m i d a t i n g C r i t i c i s m # 1 : c u r s e o f d i m e n s i o n a l i t y C r i t i c i s m # 2 : c o m p u t i n g b u r d e n u n b e a r a b l e C r i t i c i s m # 3 : c o n fi d e n c e b a n d u n a v a i l a b l e C r i t i c i s m # 4 : i n t u i t i o n l a c k i n g S p... View Full Document

End of Preview

Sign up now to access the rest of the document