Adaptive smoothing spline using non-convex penalties
- Authors: Daniele Cuntrera; Vito Muggeo
- Publication year: 2022
- Type: 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.