Penalized regression procedures have become very popular ways to estimate complicated functions. The smoothing spline, for example, is the solution of a minimization problem in a functional space. If such a minimization problem is posed on a reproducing kernel Hilbert space (RKHS), the solution...

Generalized fiducial inference is closely related to the Dempster–Shafer theory of belief functions. It is a general methodology for constructing a distribution on a (possibly vector-valued) model parameter without the use of any prior distribution. The resulting distribution is called the...