LOWLAD: a locally weightedL
1 smoothing spline algorithm with cross validated choice of smoothing parameters |
| |
| Authors: | Ken W Bosworth Upmanu Lall |
| |
| Institution: | 1. Department of Mathematics, Idaho State University, 83209-8085, Pocatello, ID, USA
2. Utah Water Research Laboratory, Utah State University, 84322-8200, Logan, UT, USA
|
| |
| Abstract: | The computation ofL
1 smoothing splines on large data sets is often desirable, but computationally infeasible. A locally weighted, LAD smoothing spline based smoother is suggested, and preliminary results will be discussed. Specifically, one can seek smoothing splines in the spacesW
m
(D), with 0, 1]
n
 D. We assume data of the formy
i
=f(t
i
)+
i
,i=1,..., N with {t
i
}
i=1
N
 D, the
i
are errors withE(
i
)=0, andf is assumed to be inW
m
. An LAD smoothing spline is the solution,s
 , of the following optimization problem
|
|
