Regularization of Wavelet Approximations
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(only showing first 100 items - show all)- How smooth is your wavelet? Wavelet regularity via thermodynamic formalism
- Partially linear models and polynomial spline approximations for the analysis of unbalanced panel data
- Smooth functions and local extreme values
- Support vector machines with adaptive \(L_q\) penalty
- A data-driven block thresholding approach to wavelet estimation
- A unified approach to model selection and sparse recovery using regularized least squares
- Nearly unbiased variable selection under minimax concave penalty
- Local partial-likelihood estimation for lifetime data
- Interpolation methods for nonlinear wavelet regression with irregularly spaced design
- Wavelet methods for continuous-time prediction using Hilbert-valued autoregressive processes
- Nonparametric additive model with grouped Lasso and maximizing area under the ROC curve
- Estimating large correlation matrices for international migration
- A constrained \(\ell1\) minimization approach for estimating multiple sparse Gaussian or nonparanormal graphical models
- Sparse-group independent component analysis with application to yield curves prediction
- Robust covariance estimation for approximate factor models
- Bayesian estimation of sparse signals with a continuous spike-and-slab prior
- Asymptotic normality of adaptive wavelet thresholding risk estimation
- Regression in random design and warped wavelets
- Wavelet-based estimation with multiple sampling rates
- A new algorithm for fixed design regression and denoising
- Minimax estimation with thresholding and its application to wavelet analysis
- Time-varying Lasso
- Limit theorems for risk estimate in models with non-Gaussian noise
- Variable selection for Cox's proportional hazards model and frailty model
- Nonconcave penalized likelihood with a diverging number of parameters.
- Smoothing and mixed models
- Proximal algorithms for multicomponent image recovery problems
- Wavelet penalized likelihood estimation in generalized functional models
- An efficient algorithm for \(\ell_{0}\) minimization in wavelet frame based image restoration
- Hierarchical Bayes, maximum a posteriori estimators, and minimax concave penalized likelihood estimation
- Comparing two samples by penalized logistic regression
- Extensions of smoothing via taut strings
- Thresholding-based iterative selection procedures for model selection and shrinkage
- Penalized wavelets: embedding wavelets into semiparametric regression
- Dynamic variable selection with spike-and-slab process priors
- Sampling from non-smooth distributions through Langevin diffusion
- Wavelet-based robust estimation and variable selection in nonparametric additive models
- Feature extraction for functional time series: theory and application to NIR spectroscopy data
- Estimation of nonparametric regression models by wavelets
- Penalized wavelet estimation and robust denoising for irregular spaced data
- Adaptive log-density estimation
- Removing the singularity of a penalty via thresholding function matching
- Robust regression with compositional covariates
- Hierarchically penalized additive hazards model with diverging number of parameters
- Statistical inference for partially linear regression models with measurement errors
- Sparsity of solutions for variational inverse problems with finite-dimensional data
- Flexible, boundary adapted, nonparametric methods for the estimation of univariate piecewise-smooth functions
- Group variable selection in the Andersen-Gill model for recurrent event data
- Non-concave penalization in linear mixed-effect models and regularized selection of fixed effects
- Limit distribution of a risk estimate using the vaguelette-wavelet decomposition of signals in a model with correlated noise
- Wavelet shrinkage of a noisy dynamical system with non-linear noise impact
- Sure screening by ranking the canonical correlations
- Large covariance estimation through elliptical factor models
- A uniform framework for the combination of penalties in generalized structured models
- Adaptive edge-preserving image denoising using wavelet transforms
- Variable selection via combined penalization for high-dimensional data analysis
- Extreme value analysis of empirical frame coefficients and implications for denoising by soft-thresholding
- Aggregation for Gaussian regression
- On optimality of Bayesian testimation in the normal means problem
- Penalized wavelet monotone regression
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- Edge-preserving wavelet thresholding for image denoising
- Variable selection in semiparametric regression modeling
- Minimax regret comparison of hard and soft thresholding for estimating a bounded normal mean
- Strong oracle optimality of folded concave penalized estimation
- Mathematical concepts of multiscale smoothing
- Variable selection using MM algorithms
- Penalized likelihood regression for generalized linear models with non-quadratic penalties
- Penalised robust estimators for sparse and high-dimensional linear models
- Multiscale local polynomial models for estimation and testing
- Energy Minimization Methods
- The adaptive BerHu penalty in robust regression
- Rank-based group variable selection
- A common network architecture efficiently implements a variety of sparsity-based inference problems
- Asymptotic Equivalence of Regularization Methods in Thresholded Parameter Space
- Proximal splitting methods in signal processing
- Penalized MM regression estimation with L_ penalty: a robust version of bridge regression
- Adaptive posterior mode estimation of a sparse sequence for model selection
- Joint estimation and variable selection for mean and dispersion in proper dispersion models
- Estimating signals using multiple wavelet kernels
- Pointwise Bayesian Credible Intervals for Regularized Linear Wavelet Estimators
- A penalized estimation for the Cox model with ordinal multinomial covariates
- Scalable Bayesian Regression in High Dimensions With Multiple Data Sources
- Covariate Selection for Linear Errors-in-Variables Regression Models
- Reproducing kernels in coherent states, wavelets, and quantization
- On inference for a semiparametric partially linear regression model with serially correlated errors
- A fast wavelet approach for recovering damaged images
- Multiscale methods for data on graphs and irregular multidimensional situations
- Variable selection in the Cox regression model with covariates missing at random
- Complexity of penalized likelihood estimation
- The Group Lasso for Logistic Regression
- Sparse-smooth regularized singular value decomposition
- Model determination and estimation for the growth curve model via group SCAD penalty
- Model selection in linear mixed effect models
- Regularization wavelets and multiresolution
- scientific article; zbMATH DE number 2063886 (Why is no real title available?)
- High-dimensional covariance matrix estimation in approximate factor models
- Sufficient dimension reduction based on an ensemble of minimum average variance estimators
- Statistical inference for fixed-effects partially linear regression models with errors in variables
- An \(\ell_{\infty}\) eigenvector perturbation bound and its application
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