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We propose a Bayesian shrinkage rule to estimate the wavelet coefficients in a nonparametric regression model with Gaussian errors, based on a mixture of a point mass function at zero and a symmetric, zero-centered raised cosine…

Methodology · Statistics 2025-07-16 Juliana Marchesi Reina , Alex Rodrigo dos Santos Sousa

This work proposes a Bayesian rule based on the mixture of a point mass function at zero and the logistic distribution to perform wavelet shrinkage in nonparametric regression models with stationary errors (with short or long-memory…

Methodology · Statistics 2024-04-24 Alex Rodrigo dos S. Sousa , Mauricio Zevallos

In bayesian wavelet shrinkage, the already proposed priors to wavelet coefficients are assumed to be symmetric around zero. Although this assumption is reasonable in many applications, it is not general. The present paper proposes the use…

Methodology · Statistics 2020-10-12 Alex Rodrigo dos Santos Sousa

This work proposes a wavelet shrinkage rule under asymmetric LINEX loss function and a mixture of a point mass function at zero and the logistic distribution as prior distribution to the wavelet coefficients in a nonparametric regression…

Methodology · Statistics 2023-07-27 Alex Rodrigo dos Santos Sousa

Wavelet shrinkage estimators are widely applied in several fields of science for denoising data in wavelet domain by reducing the magnitudes of empirical coefficients. In nonparametric regression problem, most of the shrinkage rules are…

Methodology · Statistics 2021-09-14 Alex Rodrigo dos Santos Sousa , Nancy Lopes Garcia

In wavelet shrinkage and thresholding, most of the standard techniques do not consider information that wavelet coefficients might be bounded, although information about bounded energy in signals can be readily available. To address this,…

Methodology · Statistics 2020-11-12 Alex Rodrigo dos Santos Sousa , Nancy Lopes Garcia , Branislav Vidakovic

In this paper we consider aggregated functional data composed by a linear combination of component curves and the problem of estimating these component curves. We propose the application of a bayesian wavelet shrinkage rule based on a…

Methodology · Statistics 2022-06-01 Alex Rodrigo dos Santos Sousa

This paper proposes a class of asymmetric priors to perform Bayesian wavelet shrinkage in the standard nonparametric regression model with Gaussian error. The priors are composed by mixtures of a point mass function at zero and one of the…

Methodology · Statistics 2024-10-03 Alex Rodrigo dos Santos Sousa

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 introduce a new method of Bayesian wavelet shrinkage for reconstructing a signal when we observe a noisy version. Rather than making the common assumption that the wavelet coefficients of the signal are independent, we allow for the…

Methodology · Statistics 2009-03-17 Graeme K. Ambler , Bernard W. Silverman

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…

Methodology · Statistics 2022-10-12 Alex Rodrigo dos Santos Sousa

Bayesian nonparametric regression with dependent wavelets has dual shrinkage properties: there is shrinkage through a dependent prior put on functional differences, and shrinkage through the setting of most of the wavelet coefficients to…

Methodology · Statistics 2012-03-22 James Berger , William H. Jefferys , Peter Müller

In this paper we propose a shrinkage wavelet-based method to estimate the signal in a nonparametric regression model with Autoregressive Fractionally Integrated Moving Average (ARFIMA) errors. Monte Carlo experiments indicate that the…

Methodology · Statistics 2025-05-13 Alex Rodrigo dos S. Sousa , Mauricio Zevallos

A successful class of image denoising methods is based on Bayesian approaches working in wavelet representations. However, analytical estimates can be obtained only for particular combinations of analytical models of signal and noise, thus…

Computer Vision and Pattern Recognition · Computer Science 2016-02-02 Valero Laparra , Juan Gutiérrez , Gustavo Camps-Valls , Jesús Malo

We consider the prediction of weak effects in a multiple-output regression setup, when covariates are expected to explain a small amount, less than $\approx 1%$, of the variance of the target variables. To facilitate the prediction of the…

This paper explores a class of empirical Bayes methods for level-dependent threshold selection in wavelet shrinkage. The prior considered for each wavelet coefficient is a mixture of an atom of probability at zero and a heavy-tailed…

Statistics Theory · Mathematics 2007-06-13 Iain M. Johnstone , Bernard W. Silverman

We propose a procedure to handle the problem of Gaussian regression when the variance is unknown. We mix least-squares estimators from various models according to a procedure inspired by that of Leung and Barron (2007). We show that in some…

Statistics Theory · Mathematics 2007-11-05 Christophe Giraud

We propose a kernel mixture of polynomials prior for Bayesian nonparametric regression. The regression function is modeled by local averages of polynomials with kernel mixture weights. We obtain the minimax-optimal rate of contraction of…

Statistics Theory · Mathematics 2018-09-17 Fangzheng Xie , Yanxun Xu

We present a novel approach for nonparametric regression using wavelet basis functions. Our proposal, $\texttt{waveMesh}$, can be applied to non-equispaced data with sample size not necessarily a power of 2. We develop an efficient proximal…

Machine Learning · Statistics 2019-03-13 Asad Haris , Noah Simon , Ali Shojaie

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
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