Nadaraya-Watson vs Lagrange Interpolation

Ok, I don't get it, what do Nadaraya-Watson estimators have over Lagrange Interpolation?

Since the choice of Kernel doesn't matter much, you can just set k(u)=u, right..?

What am I not getting here?

(Kernel methods involve Convolution Smoothing)

- = - Vasos-Peter John Panagiotopoulos II, Columbia'81+, Bio$trategist

formatting link
---{Nothing herein constitutes advice. Everything fully disclaimed.}---

Reply to
Loading thread data ...

PolyTech Forum website is not affiliated with any of the manufacturers or service providers discussed here. All logos and trade names are the property of their respective owners.