Penalized splines are popular for nonparametric regression. We establish the minimax rate optimality of penalized splines for uniform convergence, thus improving the existing rate in the literature. The result is applicable to several types of penalized splines that are commonly used and holds under mild conditions on the design points.
机构:
Univ Lorraine, IECL UMR CNRS 7502, Site Nancy,BP 70239, F-54506 Vandoeuvre Les Nancy, France
INRIA, TOSCA Team, F-54600 Villers Les Nancy, FranceUniv Lorraine, IECL UMR CNRS 7502, Site Nancy,BP 70239, F-54506 Vandoeuvre Les Nancy, France
Champagnat, Nicolas
Villemonais, Denis
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机构:
INRIA, TOSCA Team, F-54600 Villers Les Nancy, FranceUniv Lorraine, IECL UMR CNRS 7502, Site Nancy,BP 70239, F-54506 Vandoeuvre Les Nancy, France