MA8701 General Statistical Methods - NTNU · The Elements of Statistical Learning Partly using...

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MA8701 General Statistical Methods 5 February 2019 Smoothing and splines Bo Lindqvist

Transcript of MA8701 General Statistical Methods - NTNU · The Elements of Statistical Learning Partly using...

Page 1: MA8701 General Statistical Methods - NTNU · The Elements of Statistical Learning Partly using slides from STAT 315a (Stanford) ... Statistical Learning Data Mining, Inference, and

MA8701 General Statistical Methods

5 February 2019

Smoothing and splines

Bo Lindqvist

Page 2: MA8701 General Statistical Methods - NTNU · The Elements of Statistical Learning Partly using slides from STAT 315a (Stanford) ... Statistical Learning Data Mining, Inference, and

The lecture is based on Chapter 5 of

Hastie et al.: The Elements of Statistical Learning

Partly using slides from STAT 315a (Stanford) Produced by Rob Tibshirani

and

Slides from TMA4268 Statistical Learningby Andreas Strand

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Restriction methods

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Selection methods

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Piecewise Constant and Linear

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Piecewise Cubic Polynomials

Page 12: MA8701 General Statistical Methods - NTNU · The Elements of Statistical Learning Partly using slides from STAT 315a (Stanford) ... Statistical Learning Data Mining, Inference, and
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A nice introduction to use of splines is given in: https://datascienceplus.com/cubic-and-smoothing-splines-in-r/

Example uses cubic splines for Wage data in ISLRx=age, y=wage, k=3 knots

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Natural Cubic Splines

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Smoothing Splines

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