English

Simulation studies to compare bayesian wavelet shrinkage methods in aggregated functional data

Methodology 2022-10-12 v1

Abstract

The present work describes simulation studies to compare the performances of bayesian wavelet shrinkage methods in estimating component curves from aggregated functional data. To do so, five methods were considered: the bayesian shrinkage rule under logistic prior by Sousa (2020), bayesian shrinkage rule under beta prior by Sousa et al. (2020), Large Posterior Mode method by Cutillo et al. (2008), Amplitude-scale invariant Bayes Estimator by Figueiredo and Nowak (2001) and Bayesian Adaptive Multiresolution Smoother by Vidakovic and Ruggeri (2001). Further, the so called Donoho-Johnstone test functions, Logit and SpaHet functions were considered as component functions. It was observed that the signal to noise ratio of the data had impact on the performances of the methods.

Keywords

Cite

@article{arxiv.2210.04966,
  title  = {Simulation studies to compare bayesian wavelet shrinkage methods in aggregated functional data},
  author = {Alex Rodrigo dos Santos Sousa},
  journal= {arXiv preprint arXiv:2210.04966},
  year   = {2022}
}

Comments

arXiv admin note: text overlap with arXiv:2205.15969

R2 v1 2026-06-28T03:11:10.636Z