Adaptive smoothing spline using non-convex penalties
- Autori: Daniele Cuntrera; Vito Muggeo
- Anno di pubblicazione: 2022
- Tipologia: Contributo in atti di convegno pubblicato in volume
- OA Link: http://hdl.handle.net/10447/570687
Abstract
We propose a new adaptive penalty for smoothing via penalized splines. The new form of adaptive penalization is based on penalizing the differences of the coefficients of adjacent bases, using non-convex penalties. This makes possible to estimate curves with varying amounts of smoothness. Comparisons with respect to some competitors are presented.