Regularization of Wavelet Approximations
From MaRDI portal
Publication:4468300
DOI10.1198/016214501753208942zbMath1072.62561OpenAlexW1972163814WikidataQ105192845 ScholiaQ105192845MaRDI QIDQ4468300
Anestis Antoniadis, Jianqing Fan
Publication date: 10 June 2004
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1198/016214501753208942
Related Items
Wavelet shrinkage of a noisy dynamical system with non-linear noise impact, Nonparametric regression with warped wavelets and strong mixing processes, Nonconcave penalized likelihood with a diverging number of parameters., Nonparametric additive model with grouped Lasso and maximizing area under the ROC curve, Estimating large correlation matrices for international migration, Adaptive log-density estimation, Smoothing and mixed models, Joint estimation and variable selection for mean and dispersion in proper dispersion models, Nonlinear regression modeling via regularized wavelets and smoothing parameter selection, Sure screening by ranking the canonical correlations, Penalised robust estimators for sparse and high-dimensional linear models, Removing the singularity of a penalty via thresholding function matching, Large covariance estimation through elliptical factor models, Sparse-smooth regularized singular value decomposition, Model determination and estimation for the growth curve model via group SCAD penalty, A uniform framework for the combination of penalties in generalized structured models, Proximal algorithms for multicomponent image recovery problems, Consistent group selection in high-dimensional linear regression, A constrained \(\ell1\) minimization approach for estimating multiple sparse Gaussian or nonparanormal graphical models, Wavelet penalized likelihood estimation in generalized functional models, Statistical inference using a weighted difference-based series approach for partially linear regression models, An efficient algorithm for \(\ell_{0}\) minimization in wavelet frame based image restoration, Efficient resolution and basis functions selection in wavelet regression, Model selection in linear mixed effect models, Hierarchical Bayes, maximum a posteriori estimators, and minimax concave penalized likelihood estimation, Comparing two samples by penalized logistic regression, Wavelet methods for continuous-time prediction using Hilbert-valued autoregressive processes, Extensions of smoothing via taut strings, Thresholding-based iterative selection procedures for model selection and shrinkage, Penalized wavelets: embedding wavelets into semiparametric regression, High-dimensional covariance matrix estimation in approximate factor models, Sufficient dimension reduction based on an ensemble of minimum average variance estimators, Statistical inference for fixed-effects partially linear regression models with errors in variables, Adaptive edge-preserving image denoising using wavelet transforms, Variable selection via combined penalization for high-dimensional data analysis, Extreme value analysis of empirical frame coefficients and implications for denoising by soft-thresholding, Sparse-group independent component analysis with application to yield curves prediction, Aggregation for Gaussian regression, One-step sparse estimates in nonconcave penalized likelihood models, Risks of large portfolios, Robust covariance estimation for approximate factor models, On optimality of Bayesian testimation in the normal means problem, Penalized wavelet monotone regression, Robust regression with compositional covariates, Bayesian estimation of sparse signals with a continuous spike-and-slab prior, Additive model selection, The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder)., Robust nonparametric estimation via wavelet median regression, Wavelet estimation of partially linear models, Edge-preserving wavelet thresholding for image denoising, Variable selection in semiparametric regression modeling, Penalized least squares estimation with weakly dependent data, LAPB: locally adaptive patch-based wavelet domain edge-preserving image denoising, Adaptive LASSO for general transformation models with right censored data, Hierarchically penalized additive hazards model with diverging number of parameters, Cross-validated wavelet shrinkage, Asymptotic normality of adaptive wavelet thresholding risk estimation, Statistical inference for partially linear regression models with measurement errors, Iterative estimation algorithms using conjugate function lower bound and minorization-maximization with applications in image denoising, Regression in random design and warped wavelets, Wavelet-based estimation with multiple sampling rates, A new algorithm for fixed design regression and denoising, Minimax regret comparison of hard and soft thresholding for estimating a bounded normal mean, Block thresholding wavelet regression using SCAD penalty, Total variation, adaptive total variation and nonconvex smoothly clipped absolute deviation penalty for denoising blocky images, Wavelet methods in statistics: some recent developments and their applications, Regularized multivariate regression for identifying master predictors with application to integrative genomics study of breast cancer, Minimax estimation with thresholding and its application to wavelet analysis, Multiscale Local Polynomial Models for Estimation and Testing, Nearly unbiased variable selection under minimax concave penalty, Variable selection in nonparametric additive models, Energy Minimization Methods, Sparsity of solutions for variational inverse problems with finite-dimensional data, A unified approach to model selection and sparse recovery using regularized least squares, Regularized optimization with spatial coupling for robust decision making, Statistical M-estimation and consistency in large deformable models for image warping, Time-varying Lasso, Limit theorems for risk estimate in models with non-Gaussian noise, Local partial-likelihood estimation for lifetime data, Strong oracle optimality of folded concave penalized estimation, Wavelet estimation by Bayesian thresholding and model selection, Flexible, boundary adapted, nonparametric methods for the estimation of univariate piecewise-smooth functions, Partially linear models and polynomial spline approximations for the analysis of unbalanced panel data, Group variable selection in the Andersen-Gill model for recurrent event data, Smooth functions and local extreme values, Dynamic variable selection with spike-and-slab process priors, Support vector machines with adaptive \(L_q\) penalty, A data-driven block thresholding approach to wavelet estimation, Sampling from non-smooth distributions through Langevin diffusion, Wavelet-based robust estimation and variable selection in nonparametric additive models, Non-concave penalization in linear mixed-effect models and regularized selection of fixed effects, Feature extraction for functional time series: theory and application to NIR spectroscopy data, Estimation of nonparametric regression models by wavelets, Mathematical concepts of multiscale smoothing, Variable selection for Cox's proportional hazards model and frailty model, Penalized wavelet estimation and robust denoising for irregular spaced data, Variable selection using MM algorithms, Estimation of nonlinear autoregressive models using design-adapted wavelets, Limit distribution of a risk estimate using the vaguelette-wavelet decomposition of signals in a model with correlated noise, Penalized likelihood regression for generalized linear models with non-quadratic penalties, An additive Cox model for coronary heart disease study, Automatic Component Selection in Additive Modeling of French National Electricity Load Forecasting, Variable selection under multicollinearity using modified log penalty, Learning Latent Factors From Diversified Projections and Its Applications to Over-Estimated and Weak Factors, Consistent Fixed-Effects Selection in Ultra-high dimensional Linear Mixed Models with Error-Covariate Endogeneity, Proximal Splitting Methods in Signal Processing, Reproducing Kernels in Coherent States, Wavelets, and Quantization, Estimation and variable selection for partially linear additive models with measurement errors, Variable selection with group LASSO approach: Application to Cox regression with frailty model, Sure independence screening for analyzing supersaturated designs, Penalized h‐likelihood approach for variable selection in AFT random‐effect models, Penalized MM regression estimation withLγpenalty: a robust version of bridge regression, On Generalized Latent Factor Modeling and Inference for High-Dimensional Binomial Data, Penalized wavelet nonparametric univariate logistic regression for irregular spaced data, Simultaneous outlier detection and variable selection for spatial Durbin model, Two-stage variational mode decomposition approach to enhance the estimates of variance function, On inference for a semiparametric partially linear regression model with serially correlated errors, Multiplicative Noise Removal Using L1 Fidelity on Frame Coefficients, A fast wavelet approach for recovering damaged images, Minimax wavelet estimation for multisample heteroscedastic nonparametric regression, Multiscale Methods for Data on Graphs and Irregular Multidimensional Situations, Variable Selection in the Cox Regression Model with Covariates Missing at Random, Penalized Generalized Quasi-Likelihood Based Variable Selection for Longitudinal Data, $\ell _0$ Minimization for wavelet frame based image restoration, Truncated $L^1$ Regularized Linear Regression: Theory and Algorithm, An $\ell_{\infty}$ Eigenvector Perturbation Bound and Its Application to Robust Covariance Estimation, Smooth Blockwise Iterative Thresholding: A Smooth Fixed Point Estimator Based on the Likelihood’s Block Gradient, TWO CURVELETS VARIATIONAL MODELS DEPEND ON DECOMPOSITION SPACES, Group variable selection via SCAD-L2, On a Wavelet-Based Method of Estimating a Regression Function, Estimation of Global Temperature Fields from Scattered Observations by a Spherical-Wavelet-Based Spatially Adaptive Method, Large Covariance Estimation by Thresholding Principal Orthogonal Complements, Complexity of penalized likelihood estimation, Embracing the Blessing of Dimensionality in Factor Models, A selective review of group selection in high-dimensional models, Wavelets for Nonparametric Stochastic Regression with Mixing Stochastic Process, Adaptive Posterior Mode Estimation of a Sparse Sequence for Model Selection, The Group Lasso for Logistic Regression, Selection and Fusion of Categorical Predictors with L0-Type Penalties, Local comparison of empirical distributions via nonparametric regression, Bayesian wavelet estimation of partially linear models, Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models, A penalized estimation for the Cox model with ordinal multinomial covariates, Scalable Bayesian Regression in High Dimensions With Multiple Data Sources, COMPARISON OF DIFFERENT WAVELET TECHNIQUES FOR FINDING CHANGE POINTS, Complex networks identification using Bayesian model with independent Laplace prior, The adaptive BerHu penalty in robust regression, Rank-based group variable selection, A Common Network Architecture Efficiently Implements a Variety of Sparsity-Based Inference Problems, A Thresholding Algorithm for Order Selection in Finite Mixture Models, Sure Independence Screening for Ultrahigh Dimensional Feature Space, Unnamed Item, Asymptotic Equivalence of Regularization Methods in Thresholded Parameter Space, Covariate Selection for Linear Errors-in-Variables Regression Models, A Seemingly Unrelated Nonparametric Additive Model with Autoregressive Errors, Univariate measurement error selection likelihood for variable selection of additive model
