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

DOI10.1214/009053606000000128zbMath1095.62049arXivmath/0607018OpenAlexW3102423633MaRDI 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

optimalitywavelet shrinkageBayesian modelsSobolev and Besov spaces

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10)

Related Items (10)

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 ⋮ Regression in random design and Bayesian warped wavelets estimators ⋮ Pointwise optimality of Bayesian wavelet estimators ⋮ An empirical Bayes mixture method for effect size and false discovery rate estimation ⋮ On Optimality of Bayesian Wavelet Estimators ⋮ Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance ⋮ Empirical Bayes selection of wavelet thresholds ⋮ On the posterior median estimators of possibly sparse sequences

Uses Software

• EBayesThresh

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Empirical Bayes approach to block wavelet function estimation
• Minimax estimation via wavelet shrinkage
• Density estimation by wavelet thresholding
• Needles and straw in haystacks: Empirical Bayes estimates of possibly sparse sequences
• Empirical Bayes selection of wavelet thresholds
• A theory for multiresolution signal decomposition: the wavelet representation
• 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
• Ideal spatial adaptation by wavelet shrinkage
• Adaptive Bayesian Wavelet Shrinkage
• Flexible Empirical Bayes Estimation for Wavelets
• Posterior Probability Intervals for Wavelet Thresholding
• On Optimality of Bayesian Wavelet Estimators
• Boundary coiflets for wavelet shrinkage in function estimation
• Empirical Bayes approach to wavelet regression using ϵ-contaminated priors

This page was built for publication: Frequentist optimality of Bayesian wavelet shrinkage rules for Gaussian and non-Gaussian noise