scientific article; zbMATH DE number 524360
From MaRDI portal
Publication:4284850
asymptotic minimax riskasymptotically least favorable distributionsBesov spacesleast favorable priorsminimax mean squared errorsignal in Gaussian white noiseTriebel spaceswavelet bases
Applications of functional analysis in probability theory and statistics (46N30) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20) Nonparametric estimation (62G05) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)
Recommendations
Cited in
(25)- On minimax estimation of a sparse normal mean vector
- Minimax risk over \(l_ p\)-balls for \(l_ q\)-error
- Minimax estimation via wavelet shrinkage
- A recursive procedure for density estimation on the binary hypercube
- Near optimal thresholding estimation of a Poisson intensity on the real line
- Model selection and sharp asymptotic minimaxity
- Rates of contraction of posterior distributions based on \(p\)-exponential priors
- On discrete priors and sparse minimax optimal predictive densities
- Minimax nonparametric estimation on maxisets
- General maximum likelihood empirical Bayes estimation of normal means
- Pointwise optimality of Bayesian wavelet estimators
- On optimality of Bayesian testimation in the normal means problem
- Adapting to unknown sparsity by controlling the false discovery rate
- Nonparametric stochastic approximation with large step-sizes
- A nonparametric empirical Bayes approach to adaptive minimax estimation
- Sparsity-promoting and edge-preserving maximum a posteriori estimators in non-parametric Bayesian inverse problems
- Asymptotically minimax empirical Bayes estimation of a sparse normal mean vector
- Sparse reconstructions from few noisy data: analysis of hierarchical Bayesian models with generalized gamma hyperpriors
- Quantized minimax estimation over Sobolev ellipsoids
- Minimax \(\ell_q\) risk in \(\ell_p\) balls
- Thresholding algorithms, maxisets and well-concentrated bases
- Adaptive density estimation: A curse of support?
- Nonlinear estimation over weak Besov spaces and minimax Bayes
- Thresholding procedure with priors based on Pareto distributions
- Wavelet methods in statistics: some recent developments and their applications
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4284850)
