Search results for " non-convex penalties"
showing 2 items of 2 documents
Adaptive P-splines via L1-type penalty in generalized additive models
2022
Adaptive smoothing spline using non-convex penalties
2022
We propose a new adaptive penalty for smoothing via penalized splines. The new form of adaptive penalization is based on penalizing the differences of the coefficients of adjacent bases, using non-convex penalties. This makes possible to estimate curves with varying amounts of smoothness. Comparisons with respect to some competitors are presented.