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Multiscale interpretation of taut string estimation and its connection to Unbalanced Haar wavelets

Cho, Haeran and Fryzlewicz, Piotr (2011) Multiscale interpretation of taut string estimation and its connection to Unbalanced Haar wavelets. Statistics and Computing, 21 . pp. 671-681. ISSN 0960-3174

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Abstract

We compare two state-of-the-art non-linear techniques for nonparametric function estimation via piecewise constant approximation: the taut string and the Unbalanced Haar methods. While it is well-known that the latter is multiscale, it is not obvious that the former can also be interpreted as multiscale. We provide a unified multiscale representation for both methods, which offers an insight into the relationship between them as well as suggesting lessons both methods can learn from each other.

Item Type: Article
Official URL: http://www.springer.com/statistics/computanional+s...
Additional Information: © 2010 Springer Science + Business Media, LLC
Library of Congress subject classification: H Social Sciences > HA Statistics
Sets: Departments > Statistics
Rights: http://www.lse.ac.uk/library/usingTheLibrary/academicSupport/OA/depositYourResearch.aspx
Date Deposited: 20 Dec 2010 12:40
URL: http://eprints.lse.ac.uk/30989/

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