Search Results - "WOOD, Simon"

Fast stable restricted maximum likelihood and marginal likelihood estimation of semiparametric generalized linear models by Wood, Simon N.

“…Recent work by Reiss and Ogden provides a theoretical basis for sometimes preferring restricted maximum likelihood (REML) to generalized cross-validation (GCV)…”
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Statistical inference for noisy nonlinear ecological dynamic systems by Wood, Simon N

“…Chaotic ecological dynamic systems defy conventional statistical analysis. Systems with near-chaotic dynamics are little better. Such systems are almost…”
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Inferring UK COVID‐19 fatal infection trajectories from daily mortality data: Were infections already in decline before the UK lockdowns? by Wood, Simon N.

“…The number of new infections per day is a key quantity for effective epidemic management. It can be estimated relatively directly by testing of random…”
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Smoothing Parameter and Model Selection for General Smooth Models by Wood, Simon N., Pya, Natalya, Säfken, Benjamin

“…This article discusses a general framework for smoothing parameter estimation for models with regular likelihoods constructed in terms of unknown smooth…”
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Fast Calibrated Additive Quantile Regression by Fasiolo, Matteo, Wood, Simon N., Zaffran, Margaux, Nedellec, Raphaël, Goude, Yannig

“…We propose a novel framework for fitting additive quantile regression models, which provides well-calibrated inference about the conditional quantiles and fast…”
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Inference and computation with generalized additive models and their extensions by Wood, Simon N.

“…Regression models in which a response variable is related to smooth functions of some predictor variables are popular as a result of their appealing balance…”
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On p-values for smooth components of an extended generalized additive model by WOOD, SIMON N.

“…The problem of testing smooth components of an extended generalized additive model for equality to zero is considered. Confidence intervals for such components…”
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Practical variable selection for generalized additive models by Marra, Giampiero, Wood, Simon N.

“…The problem of variable selection within the class of generalized additive models, when there are many covariates to choose from but the number of predictors…”
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Generalized additive models for large data sets by Wood, Simon N., Goude, Yannig, Shaw, Simon

“…We consider an application in electricity grid load prediction, where generalized additive models are appropriate, but where the data set's size can make their…”
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Generalized Additive Models for Gigadata: Modeling the U.K. Black Smoke Network Daily Data by Wood, Simon N., Li, Zheyuan, Shaddick, Gavin, Augustin, Nicole H.

“…We develop scalable methods for fitting penalized regression spline based generalized additive models with of the order of 10 4 coefficients to up to 10 8…”
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Low‐Rank Scale‐Invariant Tensor Product Smooths for Generalized Additive Mixed Models by Wood, Simon N.

“…A general method for constructing low‐rank tensor product smooths for use as components of generalized additive models or generalized additive mixed models is…”
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Simplified integrated nested Laplace approximation by Wood, Simon N

“…Summary Integrated nested Laplace approximation provides accurate and efficient approximations for marginal distributions in latent Gaussian random field…”
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A Generalized Fellner-Schall Method for Smoothing Parameter Optimization with Application to Tweedie Location, Scale and Shape Models by Wood, Simon N., Fasiolo, Matteo

“…We consider the optimization of smoothing parameters and variance components in models with a regular log likelihood subject to quadratic penalization of the…”
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Fast stable direct fitting and smoothness selection for generalized additive models by Wood, Simon N.

“…Existing computationally efficient methods for penalized likelihood generalized additive model fitting employ iterative smoothness selection on working linear…”
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Scalable Visualization Methods for Modern Generalized Additive Models by Fasiolo, Matteo, Nedellec, Raphaël, Goude, Yannig, Wood, Simon N.

“…In the last two decades, the growth of computational resources has made it possible to handle generalized additive models (GAMs) that formerly were too costly…”
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P-splines with derivative based penalties and tensor product smoothing of unevenly distributed data by Wood, Simon N.

“…The P-splines of Eilers and Marx (Stat Sci 11:89–121, 1996 ) combine a B-spline basis with a discrete quadratic penalty on the basis coefficients, to produce a…”
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Faster model matrix crossproducts for large generalized linear models with discretized covariates by Li, Zheyuan, Wood, Simon N.

“…Wood et al. (J Am Stat Assoc 112(519):1199–1210, 2017 ) developed methods for fitting penalized regression spline based generalized additive models, with of…”
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Coverage Properties of Confidence Intervals for Generalized Additive Model Components by MARRA, GIAMPIERO, WOOD, SIMON N.

“…We study the coverage properties of Bayesian confidence intervals for the smooth component functions of generalized additive models (GAMs) represented using…”
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A Comparison of Inferential Methods for Highly Nonlinear State Space Models in Ecology and Epidemiology by Fasiolo, Matteo, Pya, Natalya, Wood, Simon N.

“…Highly nonlinear, chaotic or near chaotic, dynamic models are important in fields such as ecology and epidemiology: for example, pest species and diseases…”
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Stable and Efficient Multiple Smoothing Parameter Estimation for Generalized Additive Models by Wood, Simon N

“…Representation of generalized additive models (GAM's) using penalized regression splines allows GAM's to be employed in a straightforward manner using…”
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