A penalised data-driven block shrinkage approach to empirical Bayes wavelet estimation

DOI10.1016/j.spl.2010.02.013zbMath1187.62076OpenAlexW2052280410MaRDI QIDQ973180

Xue Wang, Stephen G. Walker

Publication date: 28 May 2010

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://kar.kent.ac.uk/37605/1/Bayesian%20BlockNorm%20.pdf

zbMATH Keywords

Besov spaceasymptoticsadaptivityblocknorm shrinkage

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Bayesian inference (62F15) Numerical methods for wavelets (65T60) Empirical decision procedures; empirical Bayes procedures (62C12)

Uses Software

• EBayesThresh

Cites Work

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• A data-driven block thresholding approach to wavelet estimation
• Adaptive wavelet estimation: A block thresholding and oracle inequality approach
• Empirical Bayes approach to block wavelet function estimation
• Minimax estimation via wavelet shrinkage
• Empirical Bayes selection of wavelet thresholds
• Adapting to Unknown Smoothness via Wavelet Shrinkage
• Empirical Bayes block shrinkage of wavelet coefficients via the noncentral χ2 distribution
• Interpolation of Besov Spaces
• Ideal spatial adaptation by wavelet shrinkage
• On Optimality of Bayesian Wavelet Estimators

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