Multiscale likelihood analysis and complexity penalized estimation.

DOI10.1214/009053604000000076zbMath1048.62036arXivmath/0406424OpenAlexW3098824294MaRDI QIDQ1879941

Robert D. Nowak, Eric D. Kolaczyk

Publication date: 15 September 2004

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0406424

zbMATH Keywords

minimaxmodel selectionHellinger distancefactorizationmultiresolutionKullback-Leibler divergencerecursive partitioningHaar basesthresholding estimators

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Nonparametric estimation (62G05) Minimax procedures in statistical decision theory (62C20) Probability distributions: general theory (60E05)

Related Items (13)

Poisson Noise Reduction with Higher-Order Natural Image Prior Model ⋮ Poisson inverse problems ⋮ Bayesian multiscale smoothing of Gaussian noised images ⋮ Data-driven wavelet-Fisz methodology for nonparametric function estimation ⋮ Plugin procedure in segmentation and application to hyperspectral image segmentation ⋮ Estimator selection with respect to Hellinger-type risks ⋮ Poisson noise reduction with non-local PCA ⋮ Multiple Testing Approaches for Removing Background Noise from Images ⋮ Estimating the intensity of a random measure by histogram type estimators ⋮ Fisher Exact Scanning for Dependency ⋮ Bayesian Smoothing of Photon-Limited Images with Applications in Astronomy ⋮ On the covariance properties of certain multiscale spatial processes ⋮ Multiscale Change Point Inference

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Minimax risk over hyperrectangles, and implications
• Reproducibility and natural exponential families with power variance functions
• Risk bounds for model selection via penalization
• Unconditional bases are optimal bases for data compression and for statistical estimation
• A new class of unbalanced Haar wavelets that form an unconditional basis for \(L_ p\) on general measure spaces
• CART and best-ortho-basis: a connection
• A statistical multiscale framework for Poisson inverse problems
• Minimum complexity density estimation
• Ten Lectures on Wavelets
• The Lifting Scheme: A Construction of Second Generation Wavelets
• Bayesian Multiscale Models for Poisson Processes
• Multiscale modeling and estimation of Poisson processes with application to photon-limited imaging

This page was built for publication: Multiscale likelihood analysis and complexity penalized estimation.