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Publication de recherche (Détail)
Composant Publications Recherche (Formulaire)
Publication 548222
| Titre |
| Ideal denoising within a family of tree-structured wavelet estimators |
| Type |
| monograph |
| Langue |
| Anglais |
| Portée |
| n/a |
| Auteurs(s) |
| Autin F., Freyermuth Jean-Marc, von Sachs R. |
| Langue résumé |
| n/a |
| Résumé |
| We focus on the performances of tree-structured wavelet estimators belonging to a large family of keep-or-kill rules, namely the Vertical Block Thresholding family. For each estimator, we provide the maximal functional space (maxiset) for which the quadratic risk reaches a given rate of convergence. Following a discussion on the maxiset embeddings, we identify
the ideal estimator of this family, that is the one associated with the largest maxiset. We emphasize the importance of such a result since the ideal estimator is different from the usual (plug-in) estimator used to mimic the performances of the Oracle. Finally, we confirm our theoretical results through extensive numerical experiments. |
| Mots-clé |
| Besov spaces, wavelet-based estimation, CART, maxiset and oracle approaches, rate |
| URL |
| http://www.stat.ucl.ac.be/ISpub/dp/2011/DP1102.pdf |
| Etat |
| Circulated |
| Année publication |
| 2011 |
| Editeurs |
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| Numéro volume |
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| Nombre volumes |
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| Nombre pages |
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| Titre collection |
| Discussion paper |
| ISBN |
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28/03/2006
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