Understanding the Stochastic Partial Differential Equation Approach to Smoothing
Understanding the Stochastic Partial Differential Equation Approach to Smoothing
Abstract Correlation and smoothness are terms used to describe a wide variety of random quantities. In time, space, and many other domains, they both imply the same idea: quantities that occur closer together are more similar than those further apart. Two popular statistical models that represent this idea are basis-penalty …