Multiscale interpretation of taut string estimation and its connection to unbalanced Haar wavelets

DOI10.1007/S11222-010-9200-5MaRDI QIDQ638002zbMATH OpenOpenAlexFDO

Authors Haeran Cho, P. Fryzlewicz

Publication date 8 September 2011

Published in Statistics and Computing (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1611.08634

zbMATH Keywords

multiscalenonparametric function estimation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Density estimation (62G07) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40)

Abstract: We compare two state-of-the-art non-linear techniques for nonparametric function estimation via piecewise constant approximation: the taut string and the Unbalanced Haar methods. While it is well-known that the latter is multiscale, it is not obvious that the former can also be interpreted as multiscale. We provide a unified multiscale representation for both methods, which offers an insight into the relationship between them as well as suggesting lessons both methods can learn from each other.

Recommendations

• Unbalanced Haar Technique for Nonparametric Function Estimation
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• scientific article; zbMATH DE number 1048012

Cites work

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Cited in

(7)

• Unbalanced Haar Technique for Nonparametric Function Estimation
• Rejoinder: Time-threshold maps: using information from wavelet reconstructions with all threshold values simultaneously
• Wild binary segmentation for multiple change-point detection
• Key-frame selection for video summarization: an approach of multidimensional time series analysis
• Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection
• Simultaneous multiple change-point and factor analysis for high-dimensional time series
• Tail-greedy bottom-up data decompositions and fast multiple change-point detection

Describes a project that uses

Uses Software

• unbalhaar
• ftnonpar
• AWS

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