Fast and Stable Multiple Smoothing Parameter Selection in Smoothing Spline Analysis of Variance Models With Large Samples

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15 Scopus citations

Abstract

The current parameterization and algorithm used to fit a smoothing spline analysis of variance (SSANOVA) model are computationally expensive, making a generalized additive model (GAM) the preferred method for multivariate smoothing. In this article, we propose an efficient reparameterization of the smoothing parameters in SSANOVA models, and a scalable algorithm for estimating multiple smoothing parameters in SSANOVAs. To validate our approach, we present two simulation studies comparing our reparameterization and algorithm to implementations of SSANOVAs and GAMs that are currently available in R. Our simulation results demonstrate that (a) our scalable SSANOVA algorithm outperforms the currently used SSANOVA algorithm, and (b) SSANOVAs can be a fast and reliable alternative to GAMs. We also provide an example with oceanographic data that demonstrates the practical advantage of our SSANOVA framework. Supplementary materials that are available online can be used to replicate the analyses in this article.

Original languageEnglish (US)
Pages (from-to)715-732
Number of pages18
JournalJournal of Computational and Graphical Statistics
Volume24
Issue number3
DOIs
StatePublished - Jul 3 2015

Keywords

  • Algorithms
  • Multivariate analysis
  • Nonparametric methods
  • Smoothing and nonparametric regression

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