Nonlinear estimation over weak Besov spaces and minimax Bayes

DOI10.3150/BJ/1155735929MaRDI QIDQ850765zbMATH OpenOpenAlexFDO

Authors V. Rivoirard

Publication date 6 November 2006

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3150/bj/1155735929

zbMATH Keywords

asymptotically least favourable priorsBayes methodminimax riskrate of convergencethresholding rulesweak Besov spaceswhite noise model

Mathematics Subject Classification ID

Applications of functional analysis in probability theory and statistics (46N30) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20) Bayesian inference (62F15) Inference from stochastic processes (62M99)

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Cited in

(14)

• The Lasso as an \(\ell _{1}\)-ball model selection procedure
• Spaces of Besov-Sobolev type and a problem on nonlinear approximation
• Hyperbolic wavelet thresholding methods and the curse of dimensionality through the maxiset approach
• Empirical and Gaussian processes on Besov classes
• scientific article; zbMATH DE number 524360 (Why is no real title available?)
• Sparse regression learning by aggregation and Langevin Monte-Carlo
• Mirror averaging with sparsity priors
• Adaptive tests of homogeneity for a Poisson process
• High-dimensional sparse classification using exponential weighting with empirical hinge loss
• Adaptive posterior concentration rates for sparse high-dimensional linear regression with random design and unknown error variance
• On high-dimensional classification by sparse generalized Bayesian logistic regression
• High-dimensional prediction for count response via sparse exponential weights
• A sparse PAC-Bayesian approach for high-dimensional quantile prediction
• Thresholding procedure with priors based on Pareto distributions

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