Empirical Bayesian test of the smoothness
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Cites work
- Adaptive Bayesian inference on the mean of an infinite-dimensional normal distribution
- Adaptive confidence interval for pointwise curve estimation.
- Adaptive estimation of a quadratic functional by model selection.
- Asymptotic equivalence of density estimation and Gaussian white noise
- Asymptotic equivalence of nonparametric regression and white noise
- Asymptotically efficient estimation for analytic distributions
- Consistency of Bayes estimates for nonparametric regression: normal theory
- Gaussian model selection
- Ideal spatial adaptation by wavelet shrinkage
- Learning algorithm for nonparametric filtering
- Minimax risk over hyperrectangles, and implications
- Nonparametric goodness-of-fit testing under Gaussian models
- On Bayesian adaptation
- On inconsistent Bayes estimates in the discrete case
- On inconsistent Bayes estimates of location
- On minimax filtering over ellipsoids
- On Nonparametric Estimation of the Value of a Linear Functional in Gaussian White Noise
- On the Bernstein-von Mises theorem with infinite-dimensional parameters
- On the consistency of Bayes estimates
- Optimal filtering of square-integrable signals in Gaussian noise
- Optimal pointwise adaptive methods in nonparametric estimation
- Oracle inequalities for inverse problems
- Penalized blockwise Stein's method, monotone oracles and sharp adaptive estimation
- Random rates in anisotropic regression. (With discussion)
- Risk bounds for model selection via penalization
Cited in
(12)- On the posterior pointwise convergence rate of a Gaussian signal under a conjugate prior
- Empirical Bayes scaling of Gaussian priors in the white noise model
- A fast and calibrated computer model emulator: an empirical Bayes approach
- Testing the regularity of a smooth signal
- Oracle convergence rate of posterior under projection prior and Bayesian model selection
- The smoothness test for a density function
- Empirical Bayes methods in classical and Bayesian inference
- Bayes procedures for adaptive inference in inverse problems for the white noise model
- Empirical smoothing lack-of-fit tests for variance function
- Lower bound for the oracle projection posterior convergence rate
- Adaptive inference over Besov spaces in the white noise model using \(p\)-exponential priors
- Bayesian one- and two-sided inference on the local effective dimension
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