On posterior distribution of Bayesian wavelet thresholding
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Abstract: We investigate the posterior rate of convergence for wavelet shrinkage using a Bayesian approach in general Besov spaces. Instead of studying the Bayesian estimator related to a particular loss function, we focus on the posterior distribution itself from a nonparametric Bayesian asymptotics point of view and study its rate of convergence. We obtain the same rate as in citet{abramovich04} where the authors studied the convergence of several Bayesian estimators.
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Cites work
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Cited in
(15)- Bayesian wavelet shrinkage with beta priors
- Thomas Bayes' walk on manifolds
- Pointwise optimality of Bayesian wavelet estimators
- Empirical Bayes selection of wavelet thresholds
- Consistency of posterior distributions for heteroscedastic nonparametric regression models
- Adaptive Bayesian procedures using random series priors
- Adaptive rates of contraction of posterior distributions in Bayesian wavelet regression
- scientific article; zbMATH DE number 1271141 (Why is no real title available?)
- Posterior Probability Intervals for Wavelet Thresholding
- Optimal convergence rates of Bayesian wavelet estimation with a novel empirical prior in nonparametric regression model
- Bayesian clustering of functional data using local features
- Bayesian wavelet shrinkage with logistic prior
- Asymmetric Prior in Wavelet Shrinkage
- Bayesian change point detection for functional data
- Wavelet estimation by Bayesian thresholding and model selection
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