Non‐parametric regression with wavelet kernels
This paper introduces a method to construct a reproducing wavelet kernel Hilbert spaces for non-parametric regression estimation when the sampling points are not equally spaced. Another objective is to make high-dimensional wavelet estimation problems tractable. It then provides a theoretical foundation to build reproducing kernel from operators and a practical technique to obtain reproducing kernel Hilbert spaces spanned by a set of wavelets. A multiscale approximation technique that aims at taking advantage of the multiresolution structure of wavelets is also described. Examples on toy regression and a real-world problem illustrate the effectiveness of these wavelet kernels. Copyright © 2005 John Wiley & Sons, Ltd.
Data provided are for informational purposes only. Although carefully collected, accuracy cannot be guaranteed. The impact factor represents a rough estimation of the journal's impact factor and does not reflect the actual current impact factor. Publisher conditions are provided by RoMEO. Differing provisions from the publisher's actual policy or licence agreement may be applicable.