Optimal convergence rates of Bayesian wavelet estimation with a novel empirical prior in nonparametric regression model

DOI10.1080/02331888.2022.2075363zbMATH Open1493.62195OpenAlexW4280568097MaRDI QIDQ5089924FDOQ5089924

Authors: Yuncai Yu, Ling Liu, Peng Wu, Xinsheng Liu 

Publication date: 15 July 2022

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2022.2075363

Recommendations

• On Optimality of Bayesian Wavelet Estimators
• Adaptive rates of contraction of posterior distributions in Bayesian wavelet regression
• Full Bayesian wavelet inference with a nonparametric prior
• A new Bayesian wavelet thresholding estimator of nonparametric regression
• Adaptive nonparametric empirical Bayes estimation via wavelet series: the minimax study

zbMATH Keywords

fractional likelihoodoptimal convergence rateBesov spacesBayesian waveletmodified empirical prior

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Minimax procedures in statistical decision theory (62C20)

Cites Work

• Empirical Bayes posterior concentration in sparse high-dimensional linear models
• Ideal spatial adaptation by wavelet shrinkage
• Adaptive wavelet estimation: A block thresholding and oracle inequality approach
• Empirical Bayes selection of wavelet thresholds
• Wavelet Thresholding via A Bayesian Approach
• Convergence rates of posterior distributions.
• Bayesian estimation of sparse signals with a continuous spike-and-slab prior
• Asymptotic equivalence of nonparametric regression and white noise
• Asymptotic behaviour of the empirical Bayes posteriors associated to maximum marginal likelihood estimator
• Minimax estimation via wavelet shrinkage
• Rates of convergence of posterior distributions.
• Empirical Bayes scaling of Gaussian priors in the white noise model
• Posterior concentration rates for empirical Bayes procedures with applications to Dirichlet process mixtures
• Frequentist coverage of adaptive nonparametric Bayesian credible sets
• Gaussian process methods for one-dimensional diffusions: optimal rates and adaptation
• Bayesian optimal adaptive estimation using a sieve prior
• Bayes and empirical Bayes: do they merge?
• Asymptotically minimax empirical Bayes estimation of a sparse normal mean vector
• On adaptive posterior concentration rates
• Adaptive Bayesian procedures using random series priors
• Title not available (Why is that?)
• Frequentist optimality of Bayesian wavelet shrinkage rules for Gaussian and non-Gaussian noise
• Adaptive rates of contraction of posterior distributions in Bayesian wavelet regression
• On Optimality of Bayesian Wavelet Estimators
• On posterior distribution of Bayesian wavelet thresholding
• Full Bayesian wavelet inference with a nonparametric prior
• Empirical Bayes analysis of spike and slab posterior distributions
• Rate exact Bayesian adaptation with modified block priors
• A new Bayesian wavelet thresholding estimator of nonparametric regression

Cited In (4)

• Adaptive rates of contraction of posterior distributions in Bayesian wavelet regression
• Title not available (Why is that?)
• Empirical Bayes approach to wavelet regression using ϵ-contaminated priors
• On Optimality of Bayesian Wavelet Estimators

This page was built for publication: Optimal convergence rates of Bayesian wavelet estimation with a novel empirical prior in nonparametric regression model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5089924)