On posterior distribution of Bayesian wavelet thresholding

DOI10.1016/J.JSPI.2010.06.016zbMath1197.62048arXiv0709.3339OpenAlexW2020844174MaRDI QIDQ710785

Heng Lian

Publication date: 22 October 2010

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0709.3339

zbMATH Keywords

Besov spaceswavelet thresholdinginfinite-dimensional Bayesian procedure

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Bayesian inference (62F15) Numerical methods for wavelets (65T60) Applications of functional analysis in probability theory and statistics (46N30)

Related Items (9)

Bayesian change point detection for functional data ⋮ Adaptive Bayesian Procedures Using Random Series Priors ⋮ Optimal convergence rates of Bayesian wavelet estimation with a novel empirical prior in nonparametric regression model ⋮ Adaptive rates of contraction of posterior distributions in Bayesian wavelet regression ⋮ Bayesian clustering of functional data using local features ⋮ Bayesian wavelet shrinkage with beta priors ⋮ Consistency of Posterior Distributions for Heteroscedastic Nonparametric Regression Models ⋮ Bayesian wavelet shrinkage with logistic prior ⋮ Asymmetric Prior in Wavelet Shrinkage

Uses Software

• EBayesThresh

Cites Work

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