Inequality-Constrained Multivariate Smoothing Splines with Application to the Estimation of Posterior Probabilities

DOI10.2307/2289160MaRDI QIDQ4721401zbMATH OpenOpenAlexFDO

Authors Miguel A. Villalobos, Grace Wahba

Publication date 1987

Full work available at URL https://doi.org/10.2307/2289160

zbMATH Keywords

classification problemcomputational algorithmconstrained surface estimationestimating a smooth functionestimation of posterior probabilitiesgeneralized cross-validationHilbert spacelinear inequality constraintsnonlinear programmingsmoothing parameterthin-plate penalty functionalthin-plate spline

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Multivariate analysis (62H99) Probabilistic methods, stochastic differential equations (65C99) Numerical computation using splines (65D07)

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Cited in

(27)

• Incorporating prior knowledge in support vector regression
• Smoothing noisy data under monotonicity constraints existence, characterization and convergence rates
• Interpolation and approximation by monotone cubic splines
• Piecewise convex function estimation: Pilot estimators
• A general projection framework for constrained smoothing.
• Shape constraints in economics and operations research
• A framework for estimation and inference in generalized additive models with shape and order restrictions
• Shape restricted nonparametric regression with Bernstein polynomials
• Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints
• Gaussian process emulators for computer experiments with inequality constraints
• Local-moment nonparametric density estimation of pre-binned data
• Shape constrained smoothing using smoothing splines
• A Bayes method for a monotone hazard rate via \(S\)-paths
• Smoothing splines using compactly supported, positive definite, radial basis functions
• Unified approach to testing functional hypotheses in semiparametric contexts
• Multivariate thin plate spline estimates for the posterior probabilities in the classification problem
• scientific article; zbMATH DE number 4060622 (Why is no real title available?)
• Bayesian regression under combinations of constraints
• Error reduction in density estimation under shape restrictions
• Calibration using constrained smoothing with applications to mass spectrometry data
• Nonparametric Bayesian regression under combinations of local shape constraints
• Shape constrained regression in Sobolev spaces with application to option pricing
• Semiparametric regression with shape-constrained penalized splines
• Efficient estimation of smoothing spline with exact shape constraints
• Shape constrained additive models
• Monotone interpolation of scattered data in \({\mathbb{R}}^ s\)
• Inverse boosting for monotone regression functions

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