Pointwise optimality of Bayesian wavelet estimators

DOI10.1007/s10463-006-0071-7zbMath1122.62020OpenAlexW2096878647WikidataQ58852361 ScholiaQ58852361MaRDI QIDQ2457964

Claudia Angelini, Felix P. Abramovich, Daniela de Canditiis

Publication date: 24 October 2007

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-006-0071-7

zbMATH Keywords

waveletsBayes factorBesov spacesposterior meanpoint estimationminimax ratesBayes modelposterior medianBayesian paradox

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Bayesian inference (62F15) Minimax procedures in statistical decision theory (62C20) Numerical methods for wavelets (65T60)

Related Items (2)

Bayesian nonparametric shrinkage applied to Cepheid star oscillations ⋮ Bayesian Optimal Adaptive Estimation Using a Sieve Prior

Uses Software

• EBayesThresh
• reccv

Cites Work

• Bayesian inference in wavelet-based models
• Bayesian nonparametric point estimation under a conjugate prior
• Minimax estimation via wavelet shrinkage
• Bayesian aspects of some nonparametric problems
• Frequentist optimality of Bayesian wavelet shrinkage rules for Gaussian and non-Gaussian noise
• Empirical Bayes selection of wavelet thresholds
• Nonlinear Wavelet Shrinkage with Bayes Rules and Bayes Factors
• Ten Lectures on Wavelets
• Multiple shrinkage and subset selection in wavelets
• Wavelet Thresholding via A Bayesian Approach
• Adaptive Bayesian Wavelet Shrinkage
• On Optimality of Bayesian Wavelet Estimators
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