Efficient resolution and basis functions selection in wavelet regression

DOI10.1007/s00180-015-0575-9zbMath1329.65035OpenAlexW2048290403MaRDI QIDQ906138

Chun Gun Park, Inyoung Kim

Publication date: 29 January 2016

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-015-0575-9

zbMATH Keywords

Bayes factorBayesian model selectionwavelet basisposterior model probabilityprimary resolution

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Numerical methods for wavelets (65T60)

Uses Software

• Wavelet Toolbox
• EBayesThresh

Cites Work

• Bayesian selection of primary resolution and wavelet bias functions for wavelet regression
• Nonparametric smoothing and lack-of-fit tests
• Adaptive wavelet estimation: A block thresholding and oracle inequality approach
• Empirical Bayes selection of wavelet thresholds
• Adapting to Unknown Smoothness via Wavelet Shrinkage
• A theory for multiresolution signal decomposition: the wavelet representation
• Ten Lectures on Wavelets
• Ideal spatial adaptation by wavelet shrinkage
• Regularization of Wavelet Approximations
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