Bayesian Inference in Wavelet-Based Models
Empirical Bayes estimation in wavelet nonparametric regression
Publication
, Chapter
Clyde, MA; George, EI
1999
Bayesian methods based on hierarchical mixture models have demonstrated excellent mean squared error properties in constructing data dependent shrinkage estimators in wavelets, however, subjective elicitation of the hyperparameters is challenging. In this chapter we use an Empirical Bayes approach to estimate the hyperparameters for each level of the wavelet decomposition, bypassing the usual difficulty of hyperparameter specification in the hierarchical model. The EB approach is computationally competitive with standard methods and offers improved MSE performance over several Bayes and classical estimators in a wide variety of examples.
Duke Scholars
DOI
ISBN
978-1-4612-0567-8
Publication Date
1999
Volume
141
Start / End Page
309 / 322
Publisher
Springer
Citation
APA
Chicago
ICMJE
MLA
NLM
Clyde, M. A., & George, E. I. (1999). Empirical Bayes estimation in wavelet nonparametric regression. In P. Muller & B. Vidakovic (Eds.), Bayesian Inference in Wavelet-Based Models (Vol. 141, pp. 309–322). Springer. https://doi.org/10.1007/978-1-4612-0567-8_19
Clyde, M. A., and E. I. George. “Empirical Bayes estimation in wavelet nonparametric regression.” In Bayesian Inference in Wavelet-Based Models, edited by P. Muller and B. Vidakovic, 141:309–22. Springer, 1999. https://doi.org/10.1007/978-1-4612-0567-8_19.
Clyde MA, George EI. Empirical Bayes estimation in wavelet nonparametric regression. In: Muller P, Vidakovic B, editors. Bayesian Inference in Wavelet-Based Models. Springer; 1999. p. 309–22.
Clyde, M. A., and E. I. George. “Empirical Bayes estimation in wavelet nonparametric regression.” Bayesian Inference in Wavelet-Based Models, edited by P. Muller and B. Vidakovic, vol. 141, Springer, 1999, pp. 309–22. Manual, doi:10.1007/978-1-4612-0567-8_19.
Clyde MA, George EI. Empirical Bayes estimation in wavelet nonparametric regression. In: Muller P, Vidakovic B, editors. Bayesian Inference in Wavelet-Based Models. Springer; 1999. p. 309–322.
DOI
ISBN
978-1-4612-0567-8
Publication Date
1999
Volume
141
Start / End Page
309 / 322
Publisher
Springer