Regression in random design and warped wavelets
نویسندگان
چکیده
منابع مشابه
Regression in random design and warped wavelets
We consider the problem of estimating an unknown function f in a regression setting with random design. Instead of expanding the function on a regular wavelet basis, we expand it on the basis {ψjk(G), j, k} warped with the design. This allows to perform a very stable and computable thresholding algorithm. We investigate the properties of this new basis. In particular, we prove that if the desig...
متن کاملRegression in random design and Bayesian warped wavelets estimators
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 minimax rates of convergence over the Besov smoothness class considered. Warped wavelets have been introduced recently, they offer very good computable and easyto...
متن کاملWavelets for Nonparametric Stochastic Regression with Pairwise Negative Quadrant Dependent Random Variables
We propose a wavelet based stochastic regression function estimator for the estimation of the regression function for a sequence of pairwise negative quadrant dependent random variables with a common one-dimensional probability density function. Some asymptotic properties of the proposed estimator are investigated. It is found that the estimators have similar properties to their counterparts st...
متن کاملTime-Warped Geodesic Regression
We consider geodesic regression with parametric time-warps. This allows for example, to capture saturation effects as typically observed during brain development or degeneration. While highly-flexible models to analyze time-varying image and shape data based on generalizations of splines and polynomials have been proposed recently, they come at the cost of substantially more complex inference. ...
متن کاملReproducing kernel structure and sampling on time-warped spaces with application to warped wavelets
Time-warped signal spaces have received recent attention in the research literature. Among the topics of particular interest are sampling of time-warped signals and signal analysis using warped analysis functions, including wavelets. This correspondence introduces a reproducing kernel (RK) structure for time-warped signal spaces that unifies multiple perspectives on sampling in such spaces.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Bernoulli
سال: 2004
ISSN: 1350-7265
DOI: 10.3150/bj/1106314850