Grace Wahba (2000)
An introduction to model building with reproducing kernel Hilbert spaces
Statistics Department University of Wisconsin-Madison, TR(1020).
Text-rich short course slides on nonparametric regression and statistical model building as solutions to optimization problems in Reproducing Kernel Hilbert Spaces. Gaussian and non-Gaussian data, direct and indirect observations, splines and spline anova models and radial basis functions are discussed as special cases.
To appear, Computing science and Statistics, v33, Proceedings of the Interface 2000, E. Wegmann, ed.