Truly optimal low rank thin plate spline smoothing using a truncated Demmler-Reinsch basis
Abstract
Thin plate splines are highly attractive smoothers. However, they have cubic computational cost, which severely limits their use in practice. As a remedy, Wood (2003) suggested thin plate regression splines (TPRS), which provide a low rank approximation. The key step of the TPRS approximation is a truncated eigendecomposition of the radial basis function (RBF) design matrix. However, as Wood (2003) writes, the optimality of the TPRS approximation is a slightly weak one. This is because the RBF coefficients are subject to orthogonality constraints and the TPRS approximation is only optimal if these constraints are ignored. To address this shortcoming, we suggest a slightly different low rank approximation. The suggested approximation is based on a truncated Demmler-Reinsch basis (TDRB), which provides a best low rank approximation of the smoother matrix in terms of Frobenius and spectral norm. We prove that the TDRB smoother achieves the optimal rate of convergence and suggest an efficient algorithm for its construction. This algorithm is based on a truncated Karhunen-Loève (KL) expansion of the equivalent Bayesian smoothness prior and it has the same computational cost as required for TPRS. We demonstrate the applicabilty of our approach through simulations and a real data example. We find that the performance is very similar to that of TPRS but the suggested approach has some advantages.
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BibTeX
@misc{bach2026truly,
title = {{Truly optimal low rank thin plate spline smoothing using a truncated Demmler-Reinsch basis}},
author = {Paul Bach},
howpublished = {arXiv},
year = {2026},
month = sep,
doi = {10.48550/arxiv.2609.30046},
eprint = {2609.30046},
archivePrefix = {arXiv},
url = {https://arxiv.org/abs/2609.30046},
}
RIS
TY - UNPB
TI - Truly optimal low rank thin plate spline smoothing using a truncated Demmler-Reinsch basis
AU - Paul Bach
PY - 2026
DA - 2026/09/24
PB - arXiv
DO - 10.48550/arxiv.2609.30046
UR - https://arxiv.org/abs/2609.30046
AB - Thin plate splines are highly attractive smoothers. However, they have cubic computational cost, which severely limits their use in practice. As a remedy, Wood (2003) suggested thin plate regression splines (TPRS), which provide a low rank approximation. The key step of the TPRS approximation is a truncated eigendecomposition of the radial basis function (RBF) design matrix. However, as Wood (2003) writes, the optimality of the TPRS approximation is a slightly weak one. This is because the RBF coefficients are subject to orthogonality constraints and the TPRS approximation is only optimal if these constraints are ignored. To address this shortcoming, we suggest a slightly different low rank approximation. The suggested approximation is based on a truncated Demmler-Reinsch basis (TDRB), which provides a best low rank approximation of the smoother matrix in terms of Frobenius and spectral norm. We prove that the TDRB smoother achieves the optimal rate of convergence and suggest an efficient algorithm for its construction. This algorithm is based on a truncated Karhunen-Loève (KL) expansion of the equivalent Bayesian smoothness prior and it has the same computational cost as required for TPRS. We demonstrate the applicabilty of our approach through simulations and a real data example. We find that the performance is very similar to that of TPRS but the suggested approach has some advantages.
ER -