scientific article; zbMATH DE number 524360

MaRDI QIDQ4284850zbMATH OpenFDO

Authors Iain M. Johnstone

Publication date 28 June 1995

zbMATH Keywords

Besov spaceswavelet basesasymptotic minimax riskTriebel spacessignal in Gaussian white noiseminimax mean squared errorleast favorable priorsasymptotically least favorable distributions

Mathematics Subject Classification ID

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)

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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?
• Asymptotically minimax empirical Bayes estimation of a sparse normal mean vector
• On optimality of Bayesian testimation in the normal means problem
• Minimax nonparametric estimation on maxisets
• General maximum likelihood empirical Bayes estimation of normal means
• Thresholding procedure with priors based on Pareto distributions
• Adapting to unknown sparsity by controlling the false discovery rate
• 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
• Model selection and sharp asymptotic minimaxity
• Sparse reconstructions from few noisy data: analysis of hierarchical Bayesian models with generalized gamma hyperpriors
• 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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