Statistics and Computing

, Volume 21, Issue 4, pp 671–681 | Cite as

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

Article

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.

Keywords

Multiscale Unbalanced Haar wavelets Taut string Nonparametric function estimation 

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Copyright information

© Springer Science+Business Media, LLC 2010

Authors and Affiliations

  1. 1.Department of Statistics, Columbia HouseLondon School of EconomicsLondonUK

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