Honest adaptive confidence bands and self-similar functions

DOI10.1214/12-EJS720zbMath1295.62049arXiv1110.4985WikidataQ109040203 ScholiaQ109040203MaRDI QIDQ1950870

Publication date: 28 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1110.4985

zbMATH Keywords

adaptation; confidence sets; self-similar functions; nonparametric statistics; supremum norm

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G07: Density estimation

62G20: Asymptotic properties of nonparametric inference

62G15: Nonparametric tolerance and confidence regions

Related Items

Adaptive Confidence Bands for Nonparametric Regression Functions, Smoothness-Adaptive Contextual Bandits, An asymptotic analysis of distributed nonparametric methods, Randomized allocation with arm elimination in a bandit problem with covariates, Discussion of ``Frequentist coverage of adaptive nonparametric Bayesian credible sets, Asymptotic Bounds for Smoothness Parameter Estimates in Gaussian Process Interpolation, On adaptive confidence sets for the Wasserstein distances, Optimal subgroup selection, Transfer learning for contextual multi-armed bandits, A sharp adaptive confidence ball for self-similar functions, Adaptive Bayesian credible sets in regression with a Gaussian process prior, Honest Bayesian confidence sets for the \(L^2\)-norm, Locally adaptive confidence bands, A Smirnov-Bickel-Rosenblatt theorem for compactly-supported wavelets, Spatially-adaptive sensing in nonparametric regression, Posterior contraction for empirical Bayesian approach to inverse problems under non-diagonal assumption, Adaptation bounds for confidence bands under self-similarity, A review of uncertainty quantification for density estimation, Variable selection consistency of Gaussian process regression, Uncertainty quantification for Bayesian CART, Spike and slab Pólya tree posterior densities: adaptive inference, Optional Pólya trees: posterior rates and uncertainty quantification, Learning the smoothness of noisy curves with application to online curve estimation, Adaptive Bayesian credible bands in regression with a Gaussian process prior, Asymptotic frequentist coverage properties of Bayesian credible sets for sieve priors, Extremes of a class of non-stationary Gaussian processes and maximal deviation of projection density estimates, Needles and straw in a haystack: robust confidence for possibly sparse sequences, Discrepancy based model selection in statistical inverse problems, The smoothness test for a density function, Frequentist coverage of adaptive nonparametric Bayesian credible sets, Discussion of ``Frequentist coverage of adaptive nonparametric Bayesian credible sets, Distributed function estimation: adaptation using minimal communication, Adaptive confidence bands in the nonparametric fixed design regression model, Adaptive confidence bands for Markov chains and diffusions: Estimating the invariant measure and the drift

Cites Work