On Optimality of Bayesian Wavelet Estimators
From MaRDI portal
Publication:4677090
DOI10.1111/j.1467-9469.2004.02-087.xzbMath1063.62051OpenAlexW2008011988MaRDI QIDQ4677090
Claudia Angelini, Umberto Amato, Felix P. Abramovich
Publication date: 20 May 2005
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9469.2004.02-087.x
Related Items
Bayesian change point detection for functional data, Optimal convergence rates of Bayesian wavelet estimation with a novel empirical prior in nonparametric regression model, Adaptive rates of contraction of posterior distributions in Bayesian wavelet regression, Regression in random design and Bayesian warped wavelets estimators, Wavelet shrinkage estimators of Calderón-Zygmund operators with odd kernels, Pointwise optimality of Bayesian wavelet estimators, Convergence of wavelet thresholding estimators of differential operators, Wavelet shrinkage estimators of Hilbert transform, A penalised data-driven block shrinkage approach to empirical Bayes wavelet estimation, On posterior distribution of Bayesian wavelet thresholding, Frequentist optimality of Bayesian wavelet shrinkage rules for Gaussian and non-Gaussian noise, Wavelet estimation by Bayesian thresholding and model selection, Bayesian sigmoid shrinkage with improper variance priors and an application to wavelet denois\-ing, Bayesian Optimal Adaptive Estimation Using a Sieve Prior, Empirical Bayes selection of wavelet thresholds, On the posterior median estimators of possibly sparse sequences
Cites Work
- Unnamed Item
- Unnamed Item
- Asymptotic equivalence of nonparametric regression and white noise
- Minimax estimation via wavelet shrinkage
- Frequentist optimality of Bayesian wavelet shrinkage rules for Gaussian and non-Gaussian noise
- Empirical Bayes selection of wavelet thresholds
- Ten Lectures on Wavelets
- Wavelet Thresholding via A Bayesian Approach