An entropy-based approach for a robust least squares spline approximation

We consider the weighted least squares spline approximation of a noisy dataset. By interpreting the weights as a probability distribution, we maximize the associated entropy subject to the constraint that the mean squared error is prescribed to a desired (small) value. Acting on this error yields a robust regression method that automatically detects and removes outliers from the data during the fitting procedure, by assigning them a very small weight. We discuss the use of both spline functions and spline curves. A number of numerical illustrations have been included to disclose the potentialities of the maximal-entropy approach in different application fields.