This thesis consists of three chapters. The first chapter focuses on adaptive smoothing splines for fitting functions with varying roughness. In the first part of the first chapter, we study an asymptotically optimal procedure to choose the value of a discretized version of the variable smoothing parameter in adaptive smoothing splines. With the choice given by the multivariate version of the generalized cross validation, the resulting adaptive smoothing spline estimator is shown to be consistent and asymptotically optimal under some general conditions. In the second part, we derive the asymptotically optimal local penalty function, which is subsequently used for the derivation of the locally optimal smoothing spline estimator. In the second chapter, we propose a Lipschitz regularity based statistical model, and apply it to coordinate measuring machine (CMM) data to estimate the form error of a manufactured product and to determine the optimal sampling positions of CMM measurements. Our proposed wavelet-based model takes advantage of the fact that the Lipschitz regularity holds for the CMM data. The third chapter focuses on the classification of functional data which are known to be well separable within a particular interval. We propose an interval based classifier. We first estimate a baseline of each class via convex optimization, and then identify an optimal interval that maximizes the difference among the baselines. Our interval based classifier is constructed based on the identified optimal interval. The derived classifier can be implemented via a low-order-of-complexity algorithm.