Spatially adaptive smoothing splines
Pintore A., Speckman P., Holmes CC.
We use a reproducing kernel Hilbert space representation to derive the smoothing spline solution when the smoothness penalty is a function λ(t) of the design space t, thereby allowing the model to adapt to various degrees of smoothness in the structure of the data. We propose a convenient form for the smoothness penalty function and discuss computational algorithms for automatic curve fitting using a generalised crossvalidation measure. © 2006 Biometrika Trust.