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
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.
|Additional Information:||© 2010 Springer Science + Business Media, LLC|
|Uncontrolled Keywords:||multiscale, Unbalanced Haar wavelets, taut string, nonparametric function estimation.|
|Library of Congress subject classification:||H Social Sciences > HA Statistics|
|Sets:||Departments > Statistics|
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