Bayesian automatic polynomial wavelet regression

DOI10.1016/J.JSPI.2007.10.022MaRDI QIDQ1031744zbMATH OpenOpenAlexFDO

Authors Hee-Seok Oh, Hyoung-Moon Kim

Publication date 30 October 2009

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2007.10.022

zbMATH Keywords

boundary problemempirical BayesMCMCpolynomial regressionwavelet regression

Mathematics Subject Classification ID

Empirical decision procedures; empirical Bayes procedures (62C12) Bayesian inference (62F15) General nonlinear regression (62J02) Numerical methods for wavelets (65T60)

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Cites work

• A Comparison of “Best” Polynomial Approximations with Truncated Chebyshev Series Expansions
• Adapting to Unknown Smoothness via Wavelet Shrinkage
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• Bayes Factors
• Bayesian curve estimation by polynomial of random order.
• Calibration and empirical Bayes variable selection
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• Estimation of the mean of a multivariate normal distribution
• scientific article; zbMATH DE number 1313655 (Why is no real title available?)
• scientific article; zbMATH DE number 1522730 (Why is no real title available?)
• scientific article; zbMATH DE number 802850 (Why is no real title available?)
• scientific article; zbMATH DE number 927333 (Why is no real title available?)
• Ideal spatial adaptation by wavelet shrinkage
• Improved smoothing spline regression by combining estimates of different smoothness
• Methods and Criteria for Model Selection
• Polynomial boundary treatment for wavelet regression
• Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
• Wavelet Thresholding via A Bayesian Approach
• Wavelets on the interval and fast wavelet transforms

Cited in

(4)

• Robust wavelet estimation to eliminate simultaneously the effects of boundary problems, outliers, and correlated noise
• Polynomial boundary treatment for wavelet regression
• Robust estimation for boundary correction in wavelet regression
• Hybrid local polynomial wavelet shrinkage: wavelet regression with automatic boundary adjustment

Describes a project that uses

Uses Software

• AS 10
• EBayesThresh

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