scientific article; zbMATH DE number 524360
zbMATH Open0815.62017MaRDI QIDQ4284850FDOQ4284850
Authors: Iain M. Johnstone 
Publication date: 28 June 1995
Title of this publication is not available (Why is that?)
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Besov spaceswavelet basesasymptotic minimax riskTriebel spacessignal in Gaussian white noiseminimax mean squared errorleast favorable priorsasymptotically least favorable distributions
Nonparametric estimation (62G05) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Applications of functional analysis in probability theory and statistics (46N30) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20)
Cited In (24)
- Sparsity-promoting and edge-preserving maximum a posteriori estimators in non-parametric Bayesian inverse problems
- Thresholding algorithms, maxisets and well-concentrated bases
- Adaptive density estimation: A curse of support?
- On optimality of Bayesian testimation in the normal means problem
- Asymptotically minimax empirical Bayes estimation of a sparse normal mean vector
- Minimax nonparametric estimation on maxisets
- General maximum likelihood empirical Bayes estimation of normal means
- Adapting to unknown sparsity by controlling the false discovery rate
- Thresholding procedure with priors based on Pareto distributions
- Pointwise optimality of Bayesian wavelet estimators
- A nonparametric empirical Bayes approach to adaptive minimax estimation
- Minimax estimation via wavelet shrinkage
- Nonlinear estimation over weak Besov spaces and minimax Bayes
- On discrete priors and sparse minimax optimal predictive densities
- Wavelet methods in statistics: some recent developments and their applications
- Minimax \(\ell_q\) risk in \(\ell_p\) balls
- Quantized minimax estimation over Sobolev ellipsoids
- Sparse reconstructions from few noisy data: analysis of hierarchical Bayesian models with generalized gamma hyperpriors
- Model selection and sharp asymptotic minimaxity
- On minimax estimation of a sparse normal mean vector
- Nonparametric stochastic approximation with large step-sizes
- Rates of contraction of posterior distributions based on \(p\)-exponential priors
- A recursive procedure for density estimation on the binary hypercube
- Near optimal thresholding estimation of a Poisson intensity on the real line
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