Publication:
Twenty years of P-splines

Loading...
Thumbnail Image
Identifiers
Publication date
2015-10-01
Defense date
Advisors
Tutors
Journal Title
Journal ISSN
Volume Title
Publisher
Statistical Institute of Catalonia (IDESCAT)
Impact
Google Scholar
Export
Research Projects
Organizational Units
Journal Issue
Abstract
P-splines first appeared in the limelight twenty years ago. Since then they have become popular in applications and in theoretical work. The combination of a rich B-spline basis and a simple dif- ference penalty lends itself well to a variety of generalizations, because it is based on regression. In effect, P-splines allow the building of a “backbone” for the “mixing and matching” of a variety of additive smooth structure components, while inviting all sorts of extensions: varying-coefficient effects, signal (functional) regressors, two-dimensional surfaces, non-normal responses, quantile (expectile) modelling, among others. Strong connections with mixed models and Bayesian analy- sis have been established. We give an overview of many of the central developments during the first two decades of P-splines.
Description
Keywords
B-Splines, Penalty, Additive model, Mixed model, Multidimensional smoothing, Structured additive regression, Varying coefficient models, Single index models, Penalized signal regression, Generalized linear models, Composite link model, Space time data, Semiparametric regression, Maximum likelihood
Bibliographic citation
Eilers, P. H. C., Marx, B. D., & Durbán, M. (2015). Twenty years of P-splines (invited article) [JD]. SORT. Statistics and Operations Research Transactions, 39, 149–186.