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

rate of convergenceminimax riskwhite noise modelBayes methodasymptotically least favourable priorsthresholding rulesweak Besov spaces

Mathematics Subject Classification ID

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

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Cited in

(10)

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

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