Full adaptation to smoothness using randomly truncated series priors with Gaussian coefficients and inverse gamma scaling

DOI10.1016/j.spl.2016.12.009zbMath1463.62102arXiv1609.01577OpenAlexW2513880075MaRDI QIDQ511556

Jan van Waaij, Harry van Zanten

Publication date: 21 February 2017

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1609.01577

zbMATH Keywords

white noiseadaptationBayesian nonparametric statisticsposterior convergenceseries priorsignal estimation

Mathematics Subject Classification ID

Functional data analysis (62R10) Nonparametric estimation (62G05) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) White noise theory (60H40)

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Cites Work

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