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  4. Explicit evaluation of the equivalent degrees of freedom of smoothing splines: A spectral factorization approach
 
conference paper

Explicit evaluation of the equivalent degrees of freedom of smoothing splines: A spectral factorization approach

Sparacino, G.
•
De Nicolao, G.
•
Ferrari-Trecate, G.
1998
Proc. Symp. on Math. Theory of Networks and Systems (MTNS'98)
Mathematical Theory of Networks and Systems (MTNS'98)

Smoothing splines are commonly used to reconstruct an unknown continuous function given n discrete noisy samples. In the tuning of the regularization parameter, which controls the balance between smoothness and datafit, the most computerintensive part is the evaluation of the socalled ''equivalent degrees of freedom'' (EDOF) as a function of the regularization parameter. In the paper a closedform expression of the asymptotic (as n goes to infinity) EDOF is obtained for the case of equally spaced data. The derivation is based on the reformulation of the spline smoothing problem as a Bayesian estimation prob lem. Statespace methods, Kalman filtering, and spectral factorization techniques are used to show that the asymp totic EDOF can be obtained as the variance of a suitably defined stationary process. As a byproduct of the main result, it is found that the asymptotic EDOF depend on the cube of the sampling interval.

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Type
conference paper
Author(s)
Sparacino, G.
De Nicolao, G.
Ferrari-Trecate, G.
Date Issued

1998

Published in
Proc. Symp. on Math. Theory of Networks and Systems (MTNS'98)
Start page

759

End page

762

Editorial or Peer reviewed

REVIEWED

Written at

OTHER

EPFL units
SCI-STI-GFT  
Event nameEvent placeEvent date
Mathematical Theory of Networks and Systems (MTNS'98)

Padova, Italy

6-10 July, 1998

Available on Infoscience
January 10, 2017
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/132750
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