A generalized Fellner‐Schall method for smoothing parameter optimization with application to Tweedie location, scale and shape models

DOI10.1111/BIOM.12666zbMath1405.62216arXiv1606.04802OpenAlexW3100886760WikidataQ30490886 ScholiaQ30490886MaRDI QIDQ4556686

Matteo Fasiolo, Simon N. Wood

Publication date: 16 November 2018

Published in: Biometrics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1606.04802

zbMATH Keywords

fisheriesREMLsmoothing parameterGAMLSSsparse additive model

Mathematics Subject Classification ID

Gaussian processes (60G15) Applications of statistics to biology and medical sciences; meta analysis (62P10) Generalized linear models (logistic models) (62J12)

Related Items (21)

Intensity estimation on geometric networks with penalized splines ⋮ Bayesian spectral density estimation using P-splines with quantile-based knot placement ⋮ Penalty parameter selection and asymmetry corrections to Laplace approximations in Bayesian P-splines models ⋮ A novel statistical method for modeling covariate effects in bisulfite sequencing derived measures of DNA methylation ⋮ Inferring UK COVID‐19 fatal infection trajectories from daily mortality data: Were infections already in decline before the UK lockdowns? ⋮ Generalized expectile regression with flexible response function ⋮ Inference and computation with generalized additive models and their extensions ⋮ Fast covariance estimation for sparse functional data ⋮ Robust fitting for generalized additive models for location, scale and shape ⋮ Fast Bayesian inference using Laplace approximations in nonparametric double additive location-scale models with right- and interval-censored data ⋮ On the estimation of variance parameters in non-standard generalised linear mixed models: application to penalised smoothing ⋮ Penalized estimation of panel count data using generalized estimating equation ⋮ Generalized additive models with flexible response functions ⋮ Mixture of experts distributional regression: implementation using robust estimation with adaptive first-order methods ⋮ Penalised estimation of partially linear additive zero-inflated Bernoulli regression models ⋮ Direct Semi-Parametric Estimation of the State Price Density Implied in Option Prices ⋮ An efficient penalized estimation approach for semiparametric Linear transformation models with interval-censored data ⋮ A penalized likelihood approach for efficiently estimating a partially linear additive transformation model with current status data ⋮ Estimation of latent network flows in bike-sharing systems ⋮ Spatio-temporal expectile regression models ⋮ Generalized Additive Models for Pair-Copula Constructions

Uses Software

• R
• survival
• MASS (R)
• SemiPar
• GAMLSS
• gamair
• CSparse

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Fast smoothing parameter separation in multidimensional generalized P-splines: the SAP algorithm
• Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors
• Statistical Analysis of Financial Data in S-Plus
• Direct Methods for Sparse Linear Systems
• Robust Estimation of Variance Components
• Estimation in generalized linear models with random effects
• Semiparametric Regression
• Fast Stable Restricted Maximum Likelihood and Marginal Likelihood Estimation of Semiparametric Generalized Linear Models
• Approximate Inference in Generalized Linear Mixed Models
• Core Statistics
• A Correspondence Between Bayesian Estimation on Stochastic Processes and Smoothing by Splines
• Generalized Additive Models for Location, Scale and Shape

This page was built for publication: A generalized Fellner‐Schall method for smoothing parameter optimization with application to Tweedie location, scale and shape models