Knot selection by boosting techniques

Leitenstorfer, Florian and Tutz, Gerhard (2006): Knot selection by boosting techniques. Collaborative Research Center 386, Discussion Paper 481

Abstract

A novel concept for estimating smooth functions by selection techniques based on boosting is developed. It is suggested to put radial basis functions with different spreads at each knot and to do selection and estimation simultaneously by a componentwise boosting algorithm. The methodology of various other smoothing and knot selection procedures (e.g. stepwise selection) is summarized. They are compared to the proposed approach by extensive simulations for various unidimensional settings, including varying spatial variation and heteroskedasticity, as well as on a real world data example. Finally, an extension of the proposed method to surface fitting is evaluated numerically on both, simulation and real data. The proposed knot selection technique is shown to be a strong competitor to existing methods for knot selection.

• Item Type: Paper (Research Paper)
• Subjects: Mathematics, Computer Science and Statistics; Mathematics, Computer Science and Statistics > Statistics; Mathematics, Computer Science and Statistics > Statistics > Collaborative Research Center 386
• Dewey Classification: 600 Natural sciences and mathematics; 600 Natural sciences and mathematics > 510 Mathematics