Multiscale interpretation of taut string estimation and its connection to Unbalanced Haar wavelets
Methodology
2016-11-29 v1
Abstract
We compare two state-of-the-art non-linear techniques for nonparametric function estimation via piecewise constant approximation: the taut string and the Unbalanced Haar methods. While it is well-known that the latter is multiscale, it is not obvious that the former can also be interpreted as multiscale. We provide a unified multiscale representation for both methods, which offers an insight into the relationship between them as well as suggesting lessons both methods can learn from each other.
Keywords
Cite
@article{arxiv.1611.08634,
title = {Multiscale interpretation of taut string estimation and its connection to Unbalanced Haar wavelets},
author = {Haeran Cho and Piotr Fryzlewicz},
journal= {arXiv preprint arXiv:1611.08634},
year = {2016}
}