The Annals of Statistics
- Ann. Statist.
- Volume 26, Number 5 (1998), 1733-1759.
Backfitting in smoothing spline ANOVA
A computational scheme for fitting smoothing spline ANOVA models to large data sets with a (near) tensor product design is proposed. Such data sets are common in spatial-temporal analyses. The proposed scheme uses the backfitting algorithm to take advantage of the tensor product design to save both computational memory and time. Several ways to further speed up the backfitting algorithm, such as collapsing component functions and successive over-relaxation, are discussed. An iterative imputation procedure is used to handle the cases of near tensor product designs. An application to a global historical surface air temperature data set, which motivated this work, is used to illustrate the scheme proposed.
Ann. Statist., Volume 26, Number 5 (1998), 1733-1759.
First available in Project Euclid: 21 June 2002
Permanent link to this document
Digital Object Identifier
Mathematical Reviews number (MathSciNet)
Zentralblatt MATH identifier
Primary: 62G07: Density estimation 65D10: Smoothing, curve fitting 65F10: Iterative methods for linear systems [See also 65N22]
Secondary: 62H11: Directional data; spatial statistics 65U05 86A32: Geostatistics
Luo, Zhen. Backfitting in smoothing spline ANOVA. Ann. Statist. 26 (1998), no. 5, 1733--1759. doi:10.1214/aos/1024691355. https://projecteuclid.org/euclid.aos/1024691355