Lévy Adaptive B-spline Regression via Overcomplete Systems

DOI10.5705/SS.202021.0288MaRDI QIDQ6090399zbMATH OpenFDO

Authors Se Won Park, Hee-Seok Oh, Jaeyong Lee

Publication date 14 November 2023

Published in STATISTICA SINICA (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2101.12179

zbMATH Keywords

reversible jump Markov chain Monte CarloBesov spacenonparametric function estimationLévy random measure

Mathematics Subject Classification ID

Statistics (62-XX)

Abstract: The estimation of functions with varying degrees of smoothness is a challenging problem in the nonparametric function estimation. In this paper, we propose the LABS (L'{e}vy Adaptive B-Spline regression) model, an extension of the LARK models, for the estimation of functions with varying degrees of smoothness. LABS model is a LARK with B-spline bases as generating kernels. The B-spline basis consists of piecewise k degree polynomials with k-1 continuous derivatives and can express systematically functions with varying degrees of smoothness. By changing the orders of the B-spline basis, LABS can systematically adapt the smoothness of functions, i.e., jump discontinuities, sharp peaks, etc. Results of simulation studies and real data examples support that this model catches not only smooth areas but also jumps and sharp peaks of functions. The proposed model also has the best performance in almost all examples. Finally, we provide theoretical results that the mean function for the LABS model belongs to the certain Besov spaces based on the orders of the B-spline basis and that the prior of the model has the full support on the Besov spaces.

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