Regression in random design and Bayesian warped wavelets estimators

DOI10.1214/09-EJS466MaRDI QIDQ1952018zbMATH OpenFDO

Authors Thanh Mai Pham Ngoc

Publication date 27 May 2013

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0908.2965, https://projecteuclid.org/euclid.ejs/1258380624

zbMATH Keywords

Bayesian methodsnonparametric regressionrandom designwarped wavelets

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Abstract: In this paper we deal with the regression problem in a random design setting. We investigate asymptotic optimality under minimax point of view of various Bayesian rules based on warped wavelets and show that they nearly attain optimal minimax rates of convergence over the Besov smoothness class considered. Warped wavelets have been introduced recently, they offer very good computable and easy-to-implement properties while being well adapted to the statistical problem at hand. We particularly put emphasis on Bayesian rules leaning on small and large variance Gaussian priors and discuss their simulation performances comparing them with a hard thresholding procedure.

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Cited in

(7)

• Adaptive wavelet estimation of a function in an indirect regression model
• Regression in random design and warped wavelets
• Multivariate adaptive warped kernel estimation
• Estimation of a cumulative distribution function under interval censoring ``case 1 via warped wavelets
• Adaptive warped kernel estimators
• Adaptive warped kernel estimation for nonparametric regression with circular responses
• Adaptive nonparametric regression on spin fiber bundles

Describes a project that uses

Uses Software

• EBayesThresh

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