Adaptive rates of contraction of posterior distributions in Bayesian wavelet regression

DOI10.1016/J.JSPI.2013.09.002zbMATH Open1278.62038OpenAlexW1975027185MaRDI QIDQ393540FDOQ393540

Authors: Heng Lian 

Publication date: 23 January 2014

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.2013.09.002

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zbMATH Keywords

Besov spaceswavelet thresholdinginfinite-dimensional Bayesian procedures

Mathematics Subject Classification ID

Bayesian inference (62F15) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40)

Cites Work

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• Title not available (Why is that?)
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• On posterior distribution of Bayesian wavelet thresholding

Cited In (5)

• Optimal convergence rates of Bayesian wavelet estimation with a novel empirical prior in nonparametric regression model
• On posterior distribution of Bayesian wavelet thresholding
• Bayesian adaptation
• Bayesian optimal adaptive estimation using a sieve prior
• Bayesian sieve methods: approximation rates and adaptive posterior contraction rates

Uses Software

• EBayesThresh

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