Enhancement of spatially adaptive smoothing splines via parameterization of smoothing parameters

Abstract

This paper considers the problem of estimating curve and surface functions when the structures of an unknown function vary spatially. Classical approaches such as using smoothing splines, which are controlled by a single smoothing parameter, are inefficient in estimating the underlying function that consists of different spatial structures. In this paper, we propose a blockwise method of fitting smoothing splines wherein the smoothing parameter λ varies spatially, in order to accommodate possible spatial nonhomogeneity of the regression function. A key feature of the proposed blockwise method is the parameterization of a smoothing parameter function λ ( x ) that produces a continuous spatially adaptive fit over the entire range of design points. The proposed parameterization requires two important ingredients: (1) a blocking scheme that divides the data into several blocks according to the degree of spatial variation of the data; and (2) a method for choosing smoothing parameters of blocks. We propose a block selection approach that is based on the adaptive thinning algorithm and a choice of smoothing parameters that minimize a newly defined blockwise risk. The results obtained from numerical experiments validate the effectiveness of the proposed method.