On Optimality of Bayesian Wavelet Estimators

DOI10.1111/J.1467-9469.2004.02-087.XMaRDI QIDQ4677090zbMATH OpenOpenAlexFDO

Authors Umberto Amato, Claudia Angelini, 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

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

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Cites work

• Asymptotic equivalence of nonparametric regression and white noise
• Empirical Bayes selection of wavelet thresholds
• Frequentist optimality of Bayesian wavelet shrinkage rules for Gaussian and non-Gaussian noise
• scientific article; zbMATH DE number 44878 (Why is no real title available?)
• scientific article; zbMATH DE number 1313655 (Why is no real title available?)
• Minimax estimation via wavelet shrinkage
• Ten Lectures on Wavelets
• Wavelet Thresholding via A Bayesian Approach

Cited in

(31)

• Bayesian sigmoid shrinkage with improper variance priors and an application to wavelet denois\-ing
• On the efficiency of wavelet estimators under arbitrary error distributions
• Regression in random design and Bayesian warped wavelets estimators
• Smoothness in Bayesian non-parametric regression with wavelets.
• Pointwise optimality of Bayesian wavelet estimators
• Frequentist optimality of Bayesian wavelet shrinkage rules for Gaussian and non-Gaussian noise
• Empirical Bayes selection of wavelet thresholds
• Bayesian optimal adaptive estimation using a sieve prior
• On the estimation of the function and its derivatives in nonparametric regression: a Bayesian testimation approach
• On pointwise optimality of Bayes factor wavelet regression estimators
• Minimax rates of convergence and optimality of Bayes factor wavelet regression estimators under pointwise risks
• Adaptive rates of contraction of posterior distributions in Bayesian wavelet regression
• Wavelet Thresholding via A Bayesian Approach
• Bayesian Wavelet Regression on Curves With Application to a Spectroscopic Calibration Problem
• Wavelet shrinkage estimators of Calderón-Zygmund operators with odd kernels
• scientific article; zbMATH DE number 1423402 (Why is no real title available?)
• Optimal convergence rates of Bayesian wavelet estimation with a novel empirical prior in nonparametric regression model
• A new Bayesian wavelet thresholding estimator of nonparametric regression
• On Bayesian testimation and its application to wavelet thresholding
• scientific article; zbMATH DE number 5224909 (Why is no real title available?)
• Wavelet shrinkage estimators of Hilbert transform
• Frequentist optimal of Bayesian wavelet shrinkage rules
• Bayesian wavelet denoising: Besov priors and non-Gaussian noises.
• On posterior distribution of Bayesian wavelet thresholding
• On the posterior median estimators of possibly sparse sequences
• Bayesian change point detection for functional data
• Nonlinear estimation over weak Besov spaces and minimax Bayes
• Convergence of wavelet thresholding estimators of differential operators
• The BKF Bayesian wavelet estimator
• A penalised data-driven block shrinkage approach to empirical Bayes wavelet estimation
• Wavelet estimation by Bayesian thresholding and model selection

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