Nonparametric denoising of signals with unknown local structure. I: Oracle inequalities
From MaRDI portal
Publication:837541
DOI10.1016/j.acha.2009.02.001zbMath1169.94008arXiv0809.0814WikidataQ57392907 ScholiaQ57392907MaRDI QIDQ837541
Arkadi Nemirovski, Anatoli B. Juditsky
Publication date: 20 August 2009
Published in: Applied and Computational Harmonic Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0809.0814
62G08: Nonparametric regression and quantile regression
93E10: Estimation and detection in stochastic control theory
94A12: Signal theory (characterization, reconstruction, filtering, etc.)
94A13: Detection theory in information and communication theory
Related Items
Nonparametric denoising of signals of unknown local structure. II: Nonparametric function recovery, Nonparametric denoising of signals with unknown local structure. I: Oracle inequalities, Sharp oracle inequalities for aggregation of affine estimators
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Nonparametric denoising of signals of unknown local structure. II: Nonparametric function recovery
- Nonparametric denoising of signals with unknown local structure. I: Oracle inequalities
- Structural adaptation via \(\mathbb L_p\)-norm oracle inequalities
- Learning algorithm for nonparametric filtering
- Renormalization exponents and optimal pointwise rates of convergence
- Risk bounds for model selection via penalization
- Pointwise and sup-norm sharp adaptive estimation of functions on the Sobolev classes
- Statistical estimation and optimal recovery
- Ordered linear smoothers
- Wavelet estimators: Adapting to unknown smoothness
- On spatially adaptive estimation of nonparametric regression
- Optimal pointwise adaptive methods in nonparametric estimation
- Adaptive wavelet estimation: A block thresholding and oracle inequality approach
- Adaptive estimation of linear functionals under different performance measures
- Adaptive nonparametric estimation of smooth multivariate functions.
- On adaptive estimation of linear functionals
- Asymptotically Minimax Adaptive Estimation. I: Upper Bounds. Optimally Adaptive Estimates
- Asymptotically Minimax Adaptive Estimation. II. Schemes without Optimal Adaptation: Adaptive Estimators
- Ideal spatial adaptation by wavelet shrinkage
- On a Problem of Adaptive Estimation in Gaussian White Noise
- An alternative point of view on Lepski's method
- Gaussian model selection