On posterior distribution of Bayesian wavelet thresholding

Details On posterior distribution of Bayesian wavelet thresholding On posterior distribution of Bayesian wavelet thresholding

2007-09-21

arxiv.org/abs/0709.3339v1

Mathematics

Statistics Theory

Scientific paper

We investigate the posterior rate of convergence for wavelet shrinkage using a Bayesian approach in general Besov spaces. Instead of studying the Bayesian estimator related to a particular loss function, we focus on the posterior distribution itself from a nonparametric Bayesian asymptotics point of view and study its rate of convergence. We obtain the same rate as in \citet{abramovich04} where the authors studied the convergence of several Bayesian estimators.

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