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An introduction to (smoothing spline) ANOVA models in RKHS with examples in geographical data, medicine, atmospheric science and machine learning

Grace Wahba

math.STarXiv:math/0410419

Abstract

Smoothing Spline ANOVA (SS-ANOVA) models in reproducing kernel Hilbert spaces (RKHS) provide a very general framework for data analysis, modeling and learning in a variety of fields. Discrete, noisy scattered, direct and indirect observations can be accommodated with multiple inputs and multiple possibly correlated outputs and a variety of meaningful structures. The purpose of this paper is to give a brief overview of the approach and describe and contrast a series of applications, while noting some recent results.

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