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Fix FPIRLS computation of objective functional for space-time problems #2

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AlePalu opened this issue Oct 21, 2023 · 0 comments
Open

Fix FPIRLS computation of objective functional for space-time problems #2

AlePalu opened this issue Oct 21, 2023 · 0 comments

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@AlePalu
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AlePalu commented Oct 21, 2023 •
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The computation of J in fdaPDE/models/regression/fpirls.h is not correct for space-time problems. Specifically, the computation of the penalty term is always set to $\lambda_{\mathcal{D}} \boldsymbol{g}^\top R_0 \boldsymbol{g}$, which is ok for space-only problems.
Space-time problems should explicitly use the discretized penalty $P$. See, for instance, what done in fdaPDE/models/functional/profiling_estimation.h.
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