Nonlinear Wavelet Shrinkage with Bayes Rules and Bayes Factors

Nonlinear Wavelet Shrinkage with Bayes Rules and Bayes Factors PDF Author: Brani Vidakovic
Publisher:
ISBN:
Category : Wavelets (Mathematics)
Languages : en
Pages : 38

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Book Description

Nonlinear Wavelet Shrinkage with Bayes Rules and Bayes Factors

Nonlinear Wavelet Shrinkage with Bayes Rules and Bayes Factors PDF Author: Brani Vidakovic
Publisher:
ISBN:
Category : Wavelets (Mathematics)
Languages : en
Pages : 38

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Book Description


Bayesian Inference in Wavelet-Based Models

Bayesian Inference in Wavelet-Based Models PDF Author: Peter Müller
Publisher: Springer Science & Business Media
ISBN: 1461205670
Category : Mathematics
Languages : en
Pages : 406

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Book Description
This volume presents an overview of Bayesian methods for inference in the wavelet domain. The papers in this volume are divided into six parts: The first two papers introduce basic concepts. Chapters in Part II explore different approaches to prior modeling, using independent priors. Papers in the Part III discuss decision theoretic aspects of such prior models. In Part IV, some aspects of prior modeling using priors that account for dependence are explored. Part V considers the use of 2-dimensional wavelet decomposition in spatial modeling. Chapters in Part VI discuss the use of empirical Bayes estimation in wavelet based models. Part VII concludes the volume with a discussion of case studies using wavelet based Bayesian approaches. The cooperation of all contributors in the timely preparation of their manuscripts is greatly recognized. We decided early on that it was impor tant to referee and critically evaluate the papers which were submitted for inclusion in this volume. For this substantial task, we relied on the service of numerous referees to whom we are most indebted. We are also grateful to John Kimmel and the Springer-Verlag referees for considering our proposal in a very timely manner. Our special thanks go to our spouses, Gautami and Draga, for their support.

Bayesian Methods for Nonlinear Classification and Regression

Bayesian Methods for Nonlinear Classification and Regression PDF Author: David G. T. Denison
Publisher: John Wiley & Sons
ISBN: 9780471490364
Category : Mathematics
Languages : en
Pages : 302

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Book Description
Bei der Regressionsanalyse von Datenmaterial erhält man leider selten lineare oder andere einfache Zusammenhänge (parametrische Modelle). Dieses Buch hilft Ihnen, auch komplexere, nichtparametrische Modelle zu verstehen und zu beherrschen. Stärken und Schwächen jedes einzelnen Modells werden durch die Anwendung auf Standarddatensätze demonstriert. Verbreitete nichtparametrische Modelle werden mit Hilfe von Bayes-Verfahren in einen kohärenten wahrscheinlichkeitstheoretischen Zusammenhang gebracht.

Wavelet Shrinkage with Affine Bayes Rules with Applications

Wavelet Shrinkage with Affine Bayes Rules with Applications PDF Author: Peter Müller
Publisher:
ISBN:
Category : Bayesian statistical decision theory
Languages : en
Pages : 20

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Book Description


Statistical Modeling by Wavelets

Statistical Modeling by Wavelets PDF Author: Brani Vidakovic
Publisher: John Wiley & Sons
ISBN: 0470317868
Category : Mathematics
Languages : en
Pages : 410

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Book Description
A comprehensive, step-by-step introduction to wavelets in statistics. What are wavelets? What makes them increasingly indispensable in statistical nonparametrics? Why are they suitable for "time-scale" applications? How are they used to solve such problems as denoising, regression, or density estimation? Where can one find up-to-date information on these newly "discovered" mathematical objects? These are some of the questions Brani Vidakovic answers in Statistical Modeling by Wavelets. Providing a much-needed introduction to the latest tools afforded statisticians by wavelet theory, Vidakovic compiles, organizes, and explains in depth research data previously available only in disparate journal articles. He carefully balances both statistical and mathematical techniques, supplementing the material with a wealth of examples, more than 100 illustrations, and extensive references-with data sets and S-Plus wavelet overviews made available for downloading over the Internet. Both introductory and data-oriented modeling topics are featured, including: * Continuous and discrete wavelet transformations. * Statistical optimality properties of wavelet shrinkage. * Theoretical aspects of wavelet density estimation. * Bayesian modeling in the wavelet domain. * Properties of wavelet-based random functions and densities. * Several novel and important wavelet applications in statistics. * Wavelet methods in time series. Accessible to anyone with a background in advanced calculus and algebra, Statistical Modeling by Wavelets promises to become the standard reference for statisticians and engineers seeking a comprehensive introduction to an emerging field.

An Introduction to Wavelets and Other Filtering Methods in Finance and Economics

An Introduction to Wavelets and Other Filtering Methods in Finance and Economics PDF Author: Ramazan Gençay
Publisher: Elsevier
ISBN: 0080509223
Category : Business & Economics
Languages : en
Pages : 383

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Book Description
An Introduction to Wavelets and Other Filtering Methods in Finance and Economics presents a unified view of filtering techniques with a special focus on wavelet analysis in finance and economics. It emphasizes the methods and explanations of the theory that underlies them. It also concentrates on exactly what wavelet analysis (and filtering methods in general) can reveal about a time series. It offers testing issues which can be performed with wavelets in conjunction with the multi-resolution analysis. The descriptive focus of the book avoids proofs and provides easy access to a wide spectrum of parametric and nonparametric filtering methods. Examples and empirical applications will show readers the capabilities, advantages, and disadvantages of each method. The first book to present a unified view of filtering techniques Concentrates on exactly what wavelets analysis and filtering methods in general can reveal about a time series Provides easy access to a wide spectrum of parametric and non-parametric filtering methods

Practical Nonparametric and Semiparametric Bayesian Statistics

Practical Nonparametric and Semiparametric Bayesian Statistics PDF Author: Dipak D. Dey
Publisher: Springer Science & Business Media
ISBN: 1461217326
Category : Mathematics
Languages : en
Pages : 376

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Book Description
A compilation of original articles by Bayesian experts, this volume presents perspectives on recent developments on nonparametric and semiparametric methods in Bayesian statistics. The articles discuss how to conceptualize and develop Bayesian models using rich classes of nonparametric and semiparametric methods, how to use modern computational tools to summarize inferences, and how to apply these methodologies through the analysis of case studies.

Multiscale Signal Analysis and Modeling

Multiscale Signal Analysis and Modeling PDF Author: Xiaoping Shen
Publisher: Springer Science & Business Media
ISBN: 1461441455
Category : Technology & Engineering
Languages : en
Pages : 388

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Book Description
Multiscale Signal Analysis and Modeling presents recent advances in multiscale analysis and modeling using wavelets and other systems. This book also presents applications in digital signal processing using sampling theory and techniques from various function spaces, filter design, feature extraction and classification, signal and image representation/transmission, coding, nonparametric statistical signal processing, and statistical learning theory.

Wavelet Methods in Statistics with R

Wavelet Methods in Statistics with R PDF Author: Guy Nason
Publisher: Springer Science & Business Media
ISBN: 0387759611
Category : Mathematics
Languages : en
Pages : 259

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Book Description
This book contains information on how to tackle many important problems using a multiscale statistical approach. It focuses on how to use multiscale methods and discusses methodological and applied considerations.

Bayesian Thinking, Modeling and Computation

Bayesian Thinking, Modeling and Computation PDF Author:
Publisher: Elsevier
ISBN: 0080461174
Category : Mathematics
Languages : en
Pages : 1062

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Book Description
This volume describes how to develop Bayesian thinking, modelling and computation both from philosophical, methodological and application point of view. It further describes parametric and nonparametric Bayesian methods for modelling and how to use modern computational methods to summarize inferences using simulation. The book covers wide range of topics including objective and subjective Bayesian inferences with a variety of applications in modelling categorical, survival, spatial, spatiotemporal, Epidemiological, software reliability, small area and micro array data. The book concludes with a chapter on how to teach Bayesian thoughts to nonstatisticians. Critical thinking on causal effects Objective Bayesian philosophy Nonparametric Bayesian methodology Simulation based computing techniques Bioinformatics and Biostatistics