STATS 322 - Function Estimation in White Noise

Institution:

Stanford University

Subject:

Description:

Gaussian white noise model sequence space form. Hyperrectangles, quadratic convexity, and Pinsker's theorem. Minimax estimation on Lp balls and Besov spaces. Role of wavelets and unconditional bases. Linear and threshold estimators. Oracle inequalities. Optimal recovery and universal thresholding. Stein's unbiased risk estimator and threshold choice. Complexity penalized model selection. Connecting fast wavelet algorithms and theory. Beyond orthogonal bases. 2-3 units, Spr (Johnstone, I)

Credits:

2.00 - 3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.stanford.edu/

Phone Number:

(650) 723-2300

Regional Accreditation:

Western Association of Schools and Colleges

Calendar System:

Quarter

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