Penalized splines for smooth representation of high-dimensional Monte Carlo datasets

DOI10.1016/J.CPC.2013.04.008zbMath1344.65003arXiv1301.2184OpenAlexW2071355041MaRDI QIDQ313059

Nathan Whitehorn, Sven Lafebre, Jakob van Santen

Publication date: 9 September 2016

Published in: Computer Physics Communications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1301.2184

zbMATH Keywords

splinesMonte Carlomaximum likelihoodhistograms

Mathematics Subject Classification ID

Numerical computation using splines (65D07) Monte Carlo methods (65C05) Software, source code, etc. for problems pertaining to numerical analysis (65-04)

Related Items (1)

P-splines with derivative based penalties and tensor product smoothing of unevenly distributed data

Uses Software

• CHOLMOD

Cites Work

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• Fast and compact smoothing on large multidimensional grids
• A practical guide to splines
• Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors
• On convolutions of \(B\)-splines
• Anatomy of high-performance matrix multiplication
• A Comparison of Block Pivoting and Interior-Point Algorithms for Linear Least Squares Problems with Nonnegative Variables

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