Optimal convergence rates of Bayesian wavelet estimation with a novel empirical prior in nonparametric regression model

DOI10.1080/02331888.2022.2075363zbMath1493.62195MaRDI QIDQ5089924

Xinsheng Liu, Yuncai Yu, Peng Wu, Ling Liu

Publication date: 15 July 2022

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2022.2075363

zbMATH Keywords

Besov spaces; optimal convergence rate; fractional likelihood; Bayesian wavelet; modified empirical prior

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G07: Density estimation

62G10: Nonparametric hypothesis testing

62C20: Minimax procedures in statistical decision theory

Cites Work

• Unnamed Item
• Empirical Bayes posterior concentration in sparse high-dimensional linear models
• Gaussian process methods for one-dimensional diffusions: optimal rates and adaptation
• Adaptive rates of contraction of posterior distributions in Bayesian wavelet regression
• Asymptotically minimax empirical Bayes estimation of a sparse normal mean vector
• On posterior distribution of Bayesian wavelet thresholding
• Full Bayesian wavelet inference with a nonparametric prior
• On adaptive posterior concentration rates
• Asymptotic equivalence of nonparametric regression and white noise
• Adaptive wavelet estimation: A block thresholding and oracle inequality approach
• Empirical Bayes analysis of spike and slab posterior distributions
• Bayesian estimation of sparse signals with a continuous spike-and-slab prior
• Minimax estimation via wavelet shrinkage
• Convergence rates of posterior distributions.
• Rates of convergence of posterior distributions.
• Empirical Bayes scaling of Gaussian priors in the white noise model
• Asymptotic behaviour of the empirical Bayes posteriors associated to maximum marginal likelihood estimator
• Posterior concentration rates for empirical Bayes procedures with applications to Dirichlet process mixtures
• Frequentist optimality of Bayesian wavelet shrinkage rules for Gaussian and non-Gaussian noise
• Frequentist coverage of adaptive nonparametric Bayesian credible sets
• Empirical Bayes selection of wavelet thresholds
• Bayesian Optimal Adaptive Estimation Using a Sieve Prior
• Bayes and empirical Bayes: do they merge?
• Adaptive Bayesian Procedures Using Random Series Priors
• Wavelet Thresholding via A Bayesian Approach
• Ideal spatial adaptation by wavelet shrinkage
• On Optimality of Bayesian Wavelet Estimators
• A new Bayesian wavelet thresholding estimator of nonparametric regression
• Rate exact Bayesian adaptation with modified block priors