Bayesian selection of primary resolution and wavelet bias functions for wavelet regression

DOI10.1007/S00180-007-0055-YMaRDI QIDQ626208zbMATH OpenOpenAlexFDO

Authors Chun Gun Park, Hee-Seok Oh, Hakbae Lee

Publication date 22 February 2011

Published in Computational Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00180-007-0055-y

zbMATH Keywords

Bayesian inferencenonparametric regressionshrinkage

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Nonparametric regression and quantile regression (62G08)

Review text

A shrinkage rule for wavelet regression is proposed where the primary resolution \(m\) and the set of basis functions with non-zero coefficients are selected via a Bayesian approach. Non-informative (flat) priors for \(m\) and the number \(s\) of ``significant basis functions are given. The basis functions are rearranged in order of their ``importance and \(s\) ``most important functions are selected. The performance of the proposed algorithm is investigated via simulations.

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Cites work

• A Bayesian Approach to Nonparametric Bivariate Regression
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• Adapting to Unknown Smoothness via Wavelet Shrinkage
• Bayesian inference in wavelet-based models
• Empirical Bayes selection of wavelet thresholds
• Formulae for mean integrated squared error of nonlinear wavelet-based density estimators
• scientific article; zbMATH DE number 1313655 (Why is no real title available?)
• scientific article; zbMATH DE number 927333 (Why is no real title available?)
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• Nonparametric regression using Bayesian variable selection
• Ten Lectures on Wavelets

Cited in

(2)

• New selection approach for resolution and basis functions in wavelet regression
• Efficient resolution and basis functions selection in wavelet regression

Describes a project that uses

Uses Software

• EBayesThresh

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