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CRiSM Seminar

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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.
 

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