On Optimality of Bayesian Wavelet Estimators

DOI10.1111/j.1467-9469.2004.02-087.xzbMath1063.62051OpenAlexW2008011988MaRDI QIDQ4677090

Claudia Angelini, Umberto Amato, Felix P. Abramovich

Publication date: 20 May 2005

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9469.2004.02-087.x

zbMATH Keywords

Besov spacenonparametric regressionposterior median

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Bayesian inference (62F15)

Related Items (16)

Bayesian change point detection for functional data ⋮ 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 ⋮ Regression in random design and Bayesian warped wavelets estimators ⋮ Wavelet shrinkage estimators of Calderón-Zygmund operators with odd kernels ⋮ Pointwise optimality of Bayesian wavelet estimators ⋮ Convergence of wavelet thresholding estimators of differential operators ⋮ Wavelet shrinkage estimators of Hilbert transform ⋮ A penalised data-driven block shrinkage approach to empirical Bayes wavelet estimation ⋮ On posterior distribution of Bayesian wavelet thresholding ⋮ Frequentist optimality of Bayesian wavelet shrinkage rules for Gaussian and non-Gaussian noise ⋮ Wavelet estimation by Bayesian thresholding and model selection ⋮ Bayesian sigmoid shrinkage with improper variance priors and an application to wavelet denois\-ing ⋮ Bayesian Optimal Adaptive Estimation Using a Sieve Prior ⋮ Empirical Bayes selection of wavelet thresholds ⋮ On the posterior median estimators of possibly sparse sequences

Cites Work

• Unnamed Item
• Unnamed Item
• Asymptotic equivalence of nonparametric regression and white noise
• Minimax estimation via wavelet shrinkage
• Frequentist optimality of Bayesian wavelet shrinkage rules for Gaussian and non-Gaussian noise
• Empirical Bayes selection of wavelet thresholds
• Ten Lectures on Wavelets
• Wavelet Thresholding via A Bayesian Approach

This page was built for publication: On Optimality of Bayesian Wavelet Estimators