Event Diary
CRiSM Seminar
Location: A1.01
Professor Simon Wood, University of Bath
Generalized Additive Smooth Modelling
Generalized Additive Models are
GLMs in which the linear predictor is made up, partly, of a sum of smooth
functions of predictor variables. I will talk about the penalized regression
spline approach to GAM, as implemented, for example, in R package mgcv. In
particular I will focus on two interesting aspects: low rank representation
of smooth functions of several covariates and stable computation of both
model coefficients and smoothing parameters. More than half the slides will
have pictures.