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Yu Y, Liu L, Wu P, Liu X. Optimal convergence rates of Bayesian wavelet estimation with a novel empirical prior in nonparametric regression model. STATISTICS-ABINGDON 2022. [DOI: 10.1080/02331888.2022.2075363] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/18/2022]
Affiliation(s)
- Yuncai Yu
- School of Economics and Statistics, Guangzhou University, Guangzhou, People's Republic of China
- State Key Laboratory of Mechanics and Control of Mechanical Structures, Department of Mathematics, Nanjing University of Aeronautics and Astronautics, Nanjing, People's Republic of China
| | - Ling Liu
- School of Mathematics and Systems Science, Guangdong Polytechnic Normal University, Guangzhou, People's Republic of China
| | - Peng Wu
- School of Data Science, Zhejiang University of Finance and Economics, Hangzhou, People's Republic of China
| | - Xinsheng Liu
- State Key Laboratory of Mechanics and Control of Mechanical Structures, Department of Mathematics, Nanjing University of Aeronautics and Astronautics, Nanjing, People's Republic of China
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Adaptive rates of contraction of posterior distributions in Bayesian wavelet regression. J Stat Plan Inference 2014. [DOI: 10.1016/j.jspi.2013.09.002] [Citation(s) in RCA: 3] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/24/2022]
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ARBEL JULYAN, GAYRAUD GHISLAINE, ROUSSEAU JUDITH. Bayesian Optimal Adaptive Estimation Using a Sieve Prior. Scand Stat Theory Appl 2013. [DOI: 10.1002/sjos.12002] [Citation(s) in RCA: 28] [Impact Index Per Article: 2.5] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/06/2022]
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Wang X, Walker SG. A penalised data-driven block shrinkage approach to empirical Bayes wavelet estimation. Stat Probab Lett 2010. [DOI: 10.1016/j.spl.2010.02.013] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.1] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Submit a Manuscript] [Subscribe] [Scholar Register] [Indexed: 10/19/2022]
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Pham Ngoc TM. Regression in random design and Bayesian warped wavelets estimators. Electron J Stat 2009. [DOI: 10.1214/09-ejs466] [Citation(s) in RCA: 5] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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ter Braak CJ. Bayesian sigmoid shrinkage with improper variance priors and an application to wavelet denoising. Comput Stat Data Anal 2006. [DOI: 10.1016/j.csda.2006.06.011] [Citation(s) in RCA: 6] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/24/2022]
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Abramovich F, Angelini C, De Canditiis D. Pointwise optimality of Bayesian wavelet estimators. ANN I STAT MATH 2006. [DOI: 10.1007/s10463-006-0071-7] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.1] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/24/2022]
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Pensky M. Frequentist optimality of Bayesian wavelet shrinkage rules for Gaussian and non-Gaussian noise. Ann Stat 2006. [DOI: 10.1214/009053606000000128] [Citation(s) in RCA: 10] [Impact Index Per Article: 0.6] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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On the posterior median estimators of possibly sparse sequences. ANN I STAT MATH 2005. [DOI: 10.1007/bf02507028] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/24/2022]
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