Nonlinear estimation over weak Besov spaces and minimax Bayes

DOI10.3150/BJ/1155735929zbMATH Open1125.62001OpenAlexW2037248027MaRDI QIDQ850765FDOQ850765

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

Recommendations

• scientific article; zbMATH DE number 524360
• scientific article; zbMATH DE number 2015220
• Density estimation by kernel and wavelets methods: optimality of Besov spaces
• On Optimality of Bayesian Wavelet Estimators
• Density estimation in Besov spaces

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)

Cites Work

• Ideal spatial adaptation by wavelet shrinkage
• Adapting to unknown sparsity by controlling the false discovery rate
• Ten Lectures on Wavelets
• Wavelet Thresholding via A Bayesian Approach
• Title not available (Why is that?)
• The tight constant in the Dvoretzky-Kiefer-Wolfowitz inequality
• Minimax risk over \(l_ p\)-balls for \(l_ q\)-error
• Title not available (Why is that?)
• Minimax estimation of the mean of a normal distribution when the parameter space is restricted
• Optimal filtering of square-integrable signals in Gaussian noise
• Minimax estimation via wavelet shrinkage
• Restricted nonlinear approximation
• Title not available (Why is that?)
• Title not available (Why is that?)
• Neo-classical minimax problems, thresholding and adaptive function estimation
• Title not available (Why is that?)
• Unconditional bases and bit-level compression
• Title not available (Why is that?)
• Estimating a bounded normal mean
• Nonlinear Wavelet Shrinkage with Bayes Rules and Bayes Factors
• Title not available (Why is that?)
• Maximal spaces with given rate of convergence for thresholding algorithms
• Thresholding procedure with priors based on Pareto distributions

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
• Title not available (Why is that?)
• Mirror averaging with sparsity priors
• 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

This page was built for publication: Nonlinear estimation over weak Besov spaces and minimax Bayes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q850765)