Wavelet regression using a Lévy prior model
This thesis is concerned with nonparametric regression and regularization. In particular, wavelet regression using a Lévy prior model is investigated. The use of this prior is motivated by the statistical properties, such as heavy-tails, common in many datasets of interest, such as those in financia...
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Imperial College London
2013
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.631178 |