Lecture

Equivalent Degrees of Freedom in Spline Smoothing

Description

This lecture covers the concept of equivalent degrees of freedom in spline smoothing, where the trace of the smoother matrix is used to define the roughness of the fit. The lecture explains how to determine the roughness using the equivalent degrees of freedom, which are easier to interpret than other measures. It also discusses the properties of the smoothing matrix and its relation to the projection matrix, providing insights into the tradeoff between bias and variance in the context of fitting data.

Instructors (2)

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Official source

https://mediaspace.epfl.ch/media/0_1jqei8kf

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Ontological neighbourhood

Statistics

Data analysis: Regression analysis

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