Perhaps more of a stats question, basically coming down to “how do you implement penalties on function curvature from a Bayesian perspective?” I was reading about Generalized Additive Models. They are basically defined as y_i = \beta_0 + \sum_j s_j(x_{ji}) + \epsilon_i where s(x) is a smooth fun…

Bayesian Generalized Additive Models

tcapretto March 30, 2023, 6:39pm 2

I think these two resources can help

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