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

Cho, Haeran and Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X (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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Identification Number: 10.1007/s11222-010-9200-5

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
Divisions: Statistics
Subjects: H Social Sciences > HA Statistics
Sets: Departments > Statistics
Date Deposited: 20 Dec 2010 12:40
Last Modified: 20 Sep 2021 03:41
URI: http://eprints.lse.ac.uk/id/eprint/30989

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