Browsing by Subject "Bayesian inference"
Now showing items 1-4 of 4
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Article
A comparative simulation study of wavelet shrinkage estimators for Poisson counts
(2004)Using computer simulations, the finite sample performance of a number of classical and Bayesian wavelet shrinkage estimators for Poisson counts is examined. For the purpose of comparison, a variety of intensity functions, ...
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Article
Frequentist optimality of bayes factor estimators in wavelet regression models
(2007)We investigate the theoretical performance of Bayes factor estimators in wavelet regression models with independent and identically distributed errors that are not necessarily normally distributed. We compare these estimators ...
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Article
Minimax rates of convergence and optimality of bayes factor wavelet regression estimators under pointwise risks
(2009)We consider function estimation in nonparametric regression over Besov spaces and under pointwise lu-risks (1 ≤ u < ∞). First we derive both non-adaptive and adaptive minimax pointwise rates of convergence in the standard ...
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Article
On pointwise optimality of Bayes factor wavelet regression estimators
(2006)We investigate the theoretical performance of Bayes factor estimators at a single point in wavelet regression models with independent and identically distributed errors that are not necessarily normally distributed. We ...