The smoothing tag has no wiki summary.
2
votes
1answer
116 views
Does this de-noising algorithm have a name?
I recently was asked to help characterize some surfaces (raised ink dots on paper) that were scanned with a profilometer, yielding height data across a grid of x & y coordinates. The critical ...
4
votes
2answers
1k views
How to obtain the values used in plot.gam in mgcv?
I would like to find out the values (x,y) used in plotting plot(b,seWithMean = TRUE) in mgcv package.
Does anyone know how I ...
6
votes
4answers
978 views
Which is the formula from Silverman to calculate the bandwidth in a kernel density estimation?
I want to calculate a better bandwidh for my kernel density estimator, which is an Epanechnikov. I use Silverman's formula which involves the standard deviation of the sample, the sample size and a ...
3
votes
1answer
462 views
What is the connection between Kernel Logistic Regression and Smoothing Splines?
Working on probabilistic outputs of kernel methods I found the formulation of the SVM as a Penalized Method using the Binomial Deviance (described for example in "The Elements of Statistical Learning ...
12
votes
1answer
310 views
If variable kernel widths are often good for kernel regression, why are they generally not good for kernel density estimation?
This question is prompted by discussion elsewhere.
Variable kernels are often used in local regression. For example, loess is widely used and works well as a regression smoother, and is based on a ...
3
votes
2answers
792 views
How to use Kernel Density Estimation for Prediction?
I would like to apply KDE to inventory replenishment, but I am not sure how to use the analysis to predict future sales based on past sales. Given a set of data and having applied KDE to it (probably ...
9
votes
3answers
916 views
Smoothing time series data
I am building an android application that records accelerometer data during sleep, so as to analyze sleep trends and optionally wake the user near a desired time during light sleep.
I have already ...
4
votes
1answer
213 views
Smoothness of a surface
I am currently working on a model which takes two parameters and produces a measurement statistic. Think of it as Z = f(X,Y).
Z is a matrix of my statistics and I am creating a surface plot of it in ...
2
votes
1answer
802 views
How to smooth histograms with bins 1, 2, 4, … wide?
Say I make histograms H1, H2, H4 ...of the same set of data
with bins 1, 2, 4 ... wide.
Then the bins containing a given x have counts and averages
...
7
votes
2answers
597 views
Kernel bandwidth in Kernel density estimation
I am doing some Kernel density estimation, with a weighted points set (ie., each sample has a weight which is not necessary one), in N dimensions. Also, these samples are just in a metric space (ie., ...
4
votes
1answer
316 views
Constructing smoothing splines with cross-validation
Can someone provide me with a book or online reference on how to construct smoothing splines with cross-validation? I have a programming and undergraduate level mathematics background. I would also ...
4
votes
1answer
562 views
Equation to calculate a smooth line given an irregular time series?
I'm trying to visualize a set of data that represents human body mass over time, taken from (usually) daily weighings.
Because body mass tends to fluctuate +/- 3 pounds based on hydration I would ...
15
votes
2answers
684 views
Choosing a bandwidth for kernel density estimators
For univariate kernel density estimators (KDE), I use Silverman's rule for calculating $h$:
\begin{equation}
0.9 \min(sd, IQR/1.34)\times n^{-0.2}
\end{equation}
What are the standard rules for ...
