New selection approach for resolution and basis functions in wavelet regression

DOI10.11568/KJM.2014.22.2.289MaRDI QIDQ5217518zbMATH OpenOpenAlexFDO

Authors Chun Gun Park

Publication date 24 February 2020

Published in Korean Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.11568/kjm.2014.22.2.289

zbMATH Keywords

Bayes factorpositerior model probabilityprimary resolutionwavelet basis functionswavelet regression

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07)

Recommendations

• Efficient resolution and basis functions selection in wavelet regression
• Bayesian selection of primary resolution and wavelet bias functions for wavelet regression
• scientific article; zbMATH DE number 5033741
• scientific article; zbMATH DE number 1423402
• Wavelet basis selection for regression by cross-validation

Cites work

• A Bayesian Approach to Nonparametric Bivariate Regression
• A theory for multiresolution signal decomposition: the wavelet representation
• Adapting to Unknown Smoothness via Wavelet Shrinkage
• BAMS method: Theory and simulations
• Bayesian selection of primary resolution and wavelet bias functions for wavelet regression
• Empirical Bayes selection of wavelet thresholds
• scientific article; zbMATH DE number 1313655 (Why is no real title available?)
• scientific article; zbMATH DE number 802864 (Why is no real title available?)
• scientific article; zbMATH DE number 927333 (Why is no real title available?)
• Ideal spatial adaptation by wavelet shrinkage
• Nonparametric regression using Bayesian variable selection
• Nonparametric smoothing and lack-of-fit tests
• Ten Lectures on Wavelets

Cited in

(5)

• A decision theoretical approach to wavelet regression on curves with a high number of regressors
• Wavelet basis selection for regression by cross-validation
• Model selection using wavelet decomposition and applications
• Bayesian selection of primary resolution and wavelet bias functions for wavelet regression
• Efficient resolution and basis functions selection in wavelet regression

Describes a project that uses

Uses Software

• Wavelet Toolbox

This page was built for publication: New selection approach for resolution and basis functions in wavelet regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5217518)