Frequentist optimality of Bayesian wavelet shrinkage rules for Gaussian and non-Gaussian noise

DOI10.1214/009053606000000128zbMath1095.62049arXivmath/0607018MaRDI QIDQ2497181

Marianna Pensky

Publication date: 3 August 2006

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0607018

zbMATH Keywords

optimality; wavelet shrinkage; Bayesian models; Sobolev and Besov spaces

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

42C40: Nontrigonometric harmonic analysis involving wavelets and other special systems

62F15: Bayesian inference

62C10: Bayesian problems; characterization of Bayes procedures

Related Items

On Optimality of Bayesian Wavelet Estimators, Optimal convergence rates of Bayesian wavelet estimation with a novel empirical prior in nonparametric regression model, Adaptive rates of contraction of posterior distributions in Bayesian wavelet regression, Priors for Bayesian adaptive spline smoothing, Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance, On the posterior median estimators of possibly sparse sequences, An empirical Bayes mixture method for effect size and false discovery rate estimation, Regression in random design and Bayesian warped wavelets estimators, Pointwise optimality of Bayesian wavelet estimators, Empirical Bayes selection of wavelet thresholds

Uses Software

• EBayesThresh

Cites Work

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