Penalized wavelet estimation and robust denoising for irregular spaced data
type: Item
instance of: scholarly article
title: Penalized wavelet estimation and robust denoising for irregular spaced data
zbMATH Open document ID: 1505.62029
author: Anestis Antoniadis
author: Umberto Amato
author: Italia De Feis
author: Irène Gijbels
published in: Computational Statistics
publication date: 2022-11-15T00:00:00Z
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62G08
Mathematics Subject Classification ID: 62G20
zbMATH DE Number: 7616907
zbMATH Keywords: wavelets
zbMATH Keywords: nonparametric regression
zbMATH Keywords: proximal algorithms
zbMATH Keywords: thresholding
zbMATH Keywords: robust fitting
describes a project that uses: PDCO
MaRDI profile type: Publication
full work available at URL: s00180-021-01174-4
OpenAlex ID: W4200597246
cites work: Penalised robust estimators for sparse and high-dimensional linear models
cites work: Wavelet methods in statistics: some recent developments and their applications
cites work: Regularization of Wavelet Approximations
cites work: Penalized likelihood regression for generalized linear models with non-quadratic penalties
cites work: Wavelet thresholding for non-necessarily Gaussian noise: idealism
cites work: Wavelet shrinkage for nonequispaced samples
cites work: Wavelet estimation for samples with random uniform design
cites work: Atomic Decomposition by Basis Pursuit
cites work: An iterative thresholding algorithm for linear inverse problems with a sparsity constraint
cites work: Adapting to Unknown Smoothness via Wavelet Shrinkage
cites work: Q4328414
cites work: Q4252680
cites work: Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
cites work: Nonconcave penalized likelihood with a diverging number of parameters.
cites work: Q3999325
cites work: Q3543468
cites work: Separating variables to accelerate non-convex regularized optimization
cites work: Statistical consistency and asymptotic normality for high-dimensional robust \(M\)-estimators
cites work: Regularized M-estimators with nonconvexity: Statistical and algorithmic theory for local optima
cites work: Q3634482
cites work: The Role of Pseudo Data for Robust Smoothing with Application to Wavelet Regression
cites work: Restricted eigenvalue properties for correlated Gaussian designs
cites work: Q4864293
cites work: Weakly decomposable regularization penalties and structured sparsity
cites work: Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
cites work: Penalized wavelets: embedding wavelets into semiparametric regression
cites work: Achieving the oracle property of OEM with nonconvex penalties
cites work: Nearly unbiased variable selection under minimax concave penalty
cites work: Analysis of multi-stage convex relaxation for sparse regularization
cites work: Q3174050
cites work: The Adaptive Lasso and Its Oracle Properties
DOI: 10.1007/S00180-021-01174-4
description: scientific article; zbMATH DE number 7616907