Fast estimation of multidimensional adaptive P-spline models
  A fast and stable algorithm for estimating multidimensional adaptive P-spline models is presented. We call it as Separation of Overlapping Penalties (SOP) as it is an extension of the \textit{Separation of Anisotropic Penalties} (SAP) algorithm. SAP was originally derived for the estimation of the smoothing parameters of a multidimensional tensor product P-spline model with anisotropic penalties. 
Mar\'ia Xos\'e Rodr\'iguez-\'Alvarez and Mar\'ia Durb\'an and Dae-Jin   Lee and Paul H. C. Eilers
stat.ME