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Penalized Pseudo Likelihood

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Smoothing Spline ANOVA Models

Part of the book series: Springer Series in Statistics ((SSS,volume 297))

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Abstract

The density estimation of (7.301) is infeasible on high-dimensional \(\mathcal{X}\) due to the prohibitive cost of \(\int \nolimits \nolimits _{\mathcal{X}}{e}^{\eta (x)}\) via multivariate numerical integration.

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  1. Department of Statistics, Purdue University, West Lafayette, IN, 47907, USA

    Chong Gu

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Gu, C. (2013). Penalized Pseudo Likelihood. In: Smoothing Spline ANOVA Models. Springer Series in Statistics, vol 297. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-5369-7_10

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