Full Bayesian wavelet inference with a nonparametric prior

被引：1

作者：

Wang, Xue ^{[1
]}

Walker, Stephen G. ^{[1
]}

机构：

[1] Univ Kent Canterbury, Canterbury, Kent, England

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2013年 / 143卷 / 01期

关键词：

Stick-breaking priors; Slice sampling; Wavelet shrinkage; Consistency; MULTIPLE SHRINKAGE; BLOCK SHRINKAGE; SELECTION; ESTIMATORS; REGRESSION; OPTIMALITY; MODEL;

D O I：

10.1016/j.jspi.2012.05.010

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper, we introduce a new Bayesian nonparametric model for estimating an unknown function in the presence of Gaussian noise. The proposed model involves a mixture of a point mass and an arbitrary (nonparametric) symmetric and unimodal distribution for modeling wavelet coefficients. Posterior simulation uses slice sampling ideas and the consistency under the proposed model is discussed. In particular, the method is shown to be computationally competitive with some of best Empirical wavelet estimation methods. (C) 2012 Elsevier B.V. All rights reserved.

引用

页码：55 / 62

页数：8

共 50 条

[21] Bayesian wavelet networks for nonparametric regression
Holmes, CC
Mallick, BK
[J]. IEEE TRANSACTIONS ON NEURAL NETWORKS, 2000, 11 (01): : 27 - 35
[22] Optimal convergence rates of Bayesian wavelet estimation with a novel empirical prior in nonparametric regression model
Yu, Yuncai
Liu, Ling
Wu, Peng
Liu, Xinsheng
[J]. STATISTICS, 2022, 56 (03) : 565 - 577
[23] A Bayesian nonparametric approach to causal inference on quantiles
Xu, Dandan
Daniels, Michael J.
Winterstein, Almut G.
[J]. BIOMETRICS, 2018, 74 (03) : 986 - 996
[24] Bayesian Nonparametric Inference Why and How Comment
Kottas, Athanasios
DeYoreo, Maria
Poynor, Valerie
[J]. BAYESIAN ANALYSIS, 2013, 8 (02): : 338 - 341
[25] The how and why of Bayesian nonparametric causal inference
Linero, Antonio R.
Antonelli, Joseph L.
[J]. WILEY INTERDISCIPLINARY REVIEWS-COMPUTATIONAL STATISTICS, 2023, 15 (01)
[26] Bayesian nonparametric inference for mixed Poisson processes
Gutiérrez-Peña, E
Nieto-Barajas, LE
[J]. BAYESIAN STATISTICS 7, 2003, : 163 - 179
[27] AN ANALYSIS OF BAYESIAN-INFERENCE FOR NONPARAMETRIC REGRESSION
COX, DD
[J]. ANNALS OF STATISTICS, 1993, 21 (02): : 903 - 923
[28] Bayesian nonparametric for causal inference and missing data
Chen, Li-Pang
[J]. BIOMETRICS, 2024, 80 (01)
[29] Bayesian nonparametric predictive inference and bootstrap techniques
Muliere, P
Secchi, P
[J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1996, 48 (04) : 663 - 673
[30] A NONPARAMETRIC ENSEMBLE TRANSFORM METHOD FOR BAYESIAN INFERENCE
Reich, Sebastian
[J]. SIAM JOURNAL ON SCIENTIFIC COMPUTING, 2013, 35 (04): : A2013 - A2024

← 1 2 3 4 5 →