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We study the Besov regularity of wavelet series on $\mathbb{R}^d$ with randomly chosen coefficients. More precisely, each coefficient is a product of a random factor and a parameterized deterministic factor (decaying with the scale $j$ and…

Probability · Mathematics 2024-11-28 Andreas Horst , Thomas Jahn , Felix Voigtlaender

In this paper, we consider an unknown functional estimation problem in a general nonparametric regression model with the feature of having both multiplicative and additive noise.We propose two new wavelet estimators in this general context.…

Statistics Theory · Mathematics 2020-12-25 Christophe Chesneau , Salima El Kolei , Junke Kou , Fabien Navarro

In this work, we investigate the use of Besov priors in the context of Bayesian inverse problems. The solution to Bayesian inverse problems is the posterior distribution which naturally enables us to interpret the uncertainties. Besov…

Numerical Analysis · Mathematics 2025-06-23 Andreas Horst , Babak Maboudi Afkham , Yiqiu Dong , Jakob Lemvig

The present paper investigates theoretical performance of various Bayesian wavelet shrinkage rules in a nonparametric regression model with i.i.d. errors which are not necessarily normally distributed. The main purpose is comparison of…

Statistics Theory · Mathematics 2007-06-13 Marianna Pensky

We develop a data-driven algorithm for automatically selecting the regularisation parameter in Bayesian inversion under random tree Besov priors. One of the key challenges in Bayesian inversion is the construction of priors that are both…

Statistics Theory · Mathematics 2026-01-21 Hanne Kekkonen , Andreas Tataris

In this paper we deal with the regression problem in a random design setting. We investigate asymptotic optimality under minimax point of view of various Bayesian rules based on warped wavelets and show that they nearly attain optimal…

Statistics Theory · Mathematics 2009-08-21 Thanh Mai Pham Ngoc

We introduce and study new modules and spaces of generalized functions that are related to the classical Besov spaces. Various Schwartz distribution spaces are naturally embedded into our new generalized function spaces. We obtain precise…

Functional Analysis · Mathematics 2023-09-25 Stevan Pilipović , Dimitris Scarpalézos , Jasson Vindas

Although numerous studies have focused on normal Besov spaces, limited studies have been conducted on exponentially weighted Besov spaces. Therefore, we define exponentially weighted Besov space $VB_{p,q}^{\delta,w}(\mathbb{R}^d)$ whose…

Functional Analysis · Mathematics 2022-09-13 Yoshihiro Kogure , Ken'ichiro Tanaka

This article describes a new class of prior distributions for nonparametric function estimation. The unknown function is modeled as a limit of weighted sums of kernels or generator functions indexed by continuous parameters that control…

Statistics Theory · Mathematics 2011-12-15 Robert L. Wolpert , Merlise A. Clyde , Chong Tu

Spatially inhomogeneous functions, which may be smooth in some regions and rough in other regions, are modelled naturally in a Bayesian manner using so-called Besov priors which are given by random wavelet expansions with…

Statistics Theory · Mathematics 2022-10-27 Sergios Agapiou , Sven Wang

We adopt Bayesian approach to consider the inverse problem of estimate a function from noisy observations. One important component of this approach is the prior measure. Total variation prior has been proved with no discretization invariant…

Statistics Theory · Mathematics 2026-02-09 Junxiong Jia , Jigen Peng , Jinghuai Gao

Besov priors are nonparametric priors that can model spatially inhomogeneous functions. They are routinely used in inverse problems and imaging, where they exhibit attractive sparsity-promoting and edge-preserving features. A recent line of…

Statistics Theory · Mathematics 2023-09-11 Matteo Giordano

We investigate the posterior rate of convergence for wavelet shrinkage using a Bayesian approach in general Besov spaces. Instead of studying the Bayesian estimator related to a particular loss function, we focus on the posterior…

Statistics Theory · Mathematics 2007-09-24 Heng Lian

Wavelet (Besov) priors are a promising way of reconstructing indirectly measured fields in a regularized manner. We demonstrate how wavelets can be used as a localized basis for reconstructing permeability fields with sharp interfaces from…

Numerical Analysis · Mathematics 2019-07-09 Philipp Wacker , Peter Knabner

We consider the inverse problem of estimating a function $u$ from noisy, possibly nonlinear, observations. We adopt a Bayesian approach to the problem. This approach has a long history for inversion, dating back to 1970, and has, over the…

Statistics Theory · Mathematics 2011-11-16 Masoumeh Dashti , Stephen Harris , Andrew Stuart

Random feature methods have been successful in various machine learning tasks, are easy to compute, and come with theoretical accuracy bounds. They serve as an alternative approach to standard neural networks since they can represent…

Machine Learning · Statistics 2026-01-21 Abolfazl Hashemi , Hayden Schaeffer , Robert Shi , Ufuk Topcu , Giang Tran , Rachel Ward

Mathematical formulations and proofs for a wavelet based statistic employed in functional data analysis is elaborately discussed in this report. The propositions and derivations discussed here apply to a wavelet based statistic with hard…

Statistics Theory · Mathematics 2014-08-13 Senthil B. Girimurugan , Eric Chicken

We consider a prior for nonparametric Bayesian estimation which uses finite random series with a random number of terms. The prior is constructed through distributions on the number of basis functions and the associated coefficients. We…

Statistics Theory · Mathematics 2015-02-10 Weining Shen , Subhashis Ghosal

We study the regularity properties of random wavelet series constructed by multiplying the coefficients of a deterministic wavelet series with unbounded I.I.D. random variables. In particular, we show that, at the opposite to what happens…

Probability · Mathematics 2023-04-04 Céline Esser , Stéphane Jaffard , Béatrice Vedel

Sample size criteria are often expressed in terms of the concentration of the posterior density, as controlled by some sort of error bound. Since this is done pre-experimentally, one can regard the posterior density as a function of the…

Statistics Theory · Mathematics 2007-06-13 B. Clarke , Ao Yuan
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