Aggregated wavelet estimation and its application to ultra-fast fMRI
Sam Efromovich and
Zibonele Valdez-Jasso
Journal of Nonparametric Statistics, 2010, vol. 22, issue 7, 841-857
Abstract:
The methodology of aggregation of known nonparametric regression estimators into a single better estimator has received increasing attention in statistical literature. Traditional aggregation means that a linear or convex combination of several estimators is considered. Wavelet regression estimation, due to its multiresolution nature, presents another opportunity for aggregation – using different estimation procedures on different resolution scales. Such an opportunity becomes attractive if known wavelet estimators have desired complementary properties on different frequencies. The difficulty of such an aggregation is that the assignment of scales depends on an underlying regression function and regression errors. This paper proposes a data-driven aggregation of two wavelet estimators – SureBlock of Cai and Zhou [(2009), ‘A Data-driven Block Thresholding Approach to Wavelet Estimation’, Annals of Statistics, 37, 569–595] and Universal of Efromovich [(1999a,b), Nonparametric Curve Estimation: Methods, Theory and Applications, New York: Springer; ‘Quasi-linear Wavelet Estimation’, Journal of the American Statistical Association, 94, 189–204] – to achieve a better quality of estimation, better data-compression, and better visualisation of functions with different smoothness characteristics on low and high frequencies. The proposed estimator is motivated by an applied problem of denoising and compression of ultra-fast (UF) functional magnetic resonance imaging (fMRI) – the new magnetic resonance technology that screens the activity of brain voxels every 50 ms with the purpose of understanding human brain activity. The proposed aggregated wavelet estimator is supported by the asymptotic theory, tested via intensive numerical simulations and UF fMRI applications, and it is expected to be useful in similar applications.
Date: 2010
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)
Downloads: (external link)
http://hdl.handle.net/10.1080/10485251003653468 (text/html)
Access to full text is restricted to subscribers.
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:taf:gnstxx:v:22:y:2010:i:7:p:841-857
Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/GNST20
DOI: 10.1080/10485251003653468
Access Statistics for this article
Journal of Nonparametric Statistics is currently edited by Jun Shao
More articles in Journal of Nonparametric Statistics from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().