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Wavelet thresholding via a Bayesian approach
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Cited by:
- Marco Di Zio & Arnoldo Frigessi, 1999. "Smoothness in Bayesian Non-parametric Regression with Wavelets," Methodology and Computing in Applied Probability, Springer, vol. 1(4), pages 391-405, December.
- Jan Johannes & Anna Simoni & Rudolf Schenk, 2020.
"Adaptive Bayesian Estimation in Indirect Gaussian Sequence Space Models,"
Annals of Economics and Statistics, GENES, issue 137, pages 83-116.
- Johannes, Jan & Simoni, Anna & Schenk, Rudolf, 2015. "Adaptive Bayesian estimation in indirect Gaussian sequence space models," LIDAM Discussion Papers ISBA 2015003, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Dr. Prof. Jan Johannes & Dr. Anna Simoni & Dr. Schenk, 2020. "Adaptive Bayesian Estimation in Indirect Gaussian Sequence Space Models," Post-Print hal-02903256, HAL.
- A. Antoniadis, 1997. "Rejoinder," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 6(2), pages 143-144, August.
- Alex Rodrigo dos S. Sousa & Nancy L. Garcia & Brani Vidakovic, 2021. "Bayesian wavelet shrinkage with beta priors," Computational Statistics, Springer, vol. 36(2), pages 1341-1363, June.
- Reményi, Norbert & Vidakovic, Brani, 2013. "Λ-neighborhood wavelet shrinkage," Computational Statistics & Data Analysis, Elsevier, vol. 57(1), pages 404-416.
- Paras Jain & Vipin Tyagi, 2016. "A survey of edge-preserving image denoising methods," Information Systems Frontiers, Springer, vol. 18(1), pages 159-170, February.
- Reese, Simon & Li, Yushu, 2013. "Testing for Structural Breaks in the Presence of Data Perturbations: Impacts and Wavelet Based Improvements," Working Papers 2013:36, Lund University, Department of Economics.
- Beran, Jan & Shumeyko, Yevgen, 2012. "Bootstrap testing for discontinuities under long-range dependence," Journal of Multivariate Analysis, Elsevier, vol. 105(1), pages 322-347.
- Julyan Arbel & Ghislaine Gayraud & Judith Rousseau, 2013. "Bayesian Optimal Adaptive Estimation Using a Sieve prior," Working Papers 2013-19, Center for Research in Economics and Statistics.
- Antoniadis, Anestis & Sapatinas, Theofanis, 2007. "Estimation and inference in functional mixed-effects models," Computational Statistics & Data Analysis, Elsevier, vol. 51(10), pages 4793-4813, June.
- Iolanda Lo Cascio, 2007. "Wavelet Analysis and Denoising: New Tools for Economists," Working Papers 600, Queen Mary University of London, School of Economics and Finance.
- Capobianco Enrico & Marras Elisabetta & Travaglione Antonella, 2011. "Multiscale Characterization of Signaling Network Dynamics through Features," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 10(1), pages 1-32, November.
- Yu Yue & Paul Speckman & Dongchu Sun, 2012. "Priors for Bayesian adaptive spline smoothing," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(3), pages 577-613, June.
- Iolanda Lo Cascio, 2007. "Wavelet Analysis and Denoising: New Tools for Economists," Working Papers 600, Queen Mary University of London, School of Economics and Finance.
- Matthieu Garcin & Dominique Guegan, 2015. "Optimal wavelet shrinkage of a noisy dynamical system with non-linear noise impact," Documents de travail du Centre d'Economie de la Sorbonne 15085, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Abramovich, Felix & Besbeas, Panagiotis & Sapatinas, Theofanis, 2002. "Empirical Bayes approach to block wavelet function estimation," Computational Statistics & Data Analysis, Elsevier, vol. 39(4), pages 435-451, June.
- ter Braak, Cajo J.F., 2006. "Bayesian sigmoid shrinkage with improper variance priors and an application to wavelet denoising," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 1232-1242, November.
- Haven, Emmanuel & Liu, Xiaoquan & Shen, Liya, 2012. "De-noising option prices with the wavelet method," European Journal of Operational Research, Elsevier, vol. 222(1), pages 104-112.
- Beran, Jan & Heiler, Mark A., 2008. "A nonparametric regression cross spectrum for multivariate time series," Journal of Multivariate Analysis, Elsevier, vol. 99(4), pages 684-714, April.
- Beran, Jan, 2008. "A nonparametric regression cross spectrum for multivariate time series," CoFE Discussion Papers 08/01, University of Konstanz, Center of Finance and Econometrics (CoFE).
- Nilotpal Sanyal & Marco A. R. Ferreira, 2017. "Bayesian Wavelet Analysis Using Nonlocal Priors with an Application to fMRI Analysis," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 79(2), pages 361-388, November.
- Natalia Bochkina & Theofanis Sapatinas, 2005. "On the posterior median estimators of possibly sparse sequences," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 57(2), pages 315-351, June.
- Vo Thi Hong Tuyet, 2016. "Adaptive filter and threshold for image denoising in new generation wavelet," HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE - ENGINEERING AND TECHNOLOGY, HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE, HO CHI MINH CITY OPEN UNIVERSITY, vol. 6(2), pages 89-96.
- Matthieu Garcin & Dominique Guegan, 2015. "Optimal wavelet shrinkage of a noisy dynamical system with non-linear noise impact," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01244239, HAL.
- Mak Kaboudan, 2006. "Computational Forecasting of Wavelet-converted Monthly Sunspot Numbers," Journal of Applied Statistics, Taylor & Francis Journals, vol. 33(9), pages 925-941.
- Hee-Seok Oh & Donghoh Kim & Youngjo Lee, 2009. "Cross-validated wavelet shrinkage," Computational Statistics, Springer, vol. 24(3), pages 497-512, August.
- Angelini, Claudia & De Canditiis, Daniela & Leblanc, Frédérique, 2003. "Wavelet regression estimation in nonparametric mixed effect models," Journal of Multivariate Analysis, Elsevier, vol. 85(2), pages 267-291, May.
- A. Antoniadis, 1997. "Wavelets in statistics: A review," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 6(2), pages 97-130, August.
- Michael R. Wierzbicki & Li-Bing Guo & Qing-Tao Du & Wensheng Guo, 2014. "Sparse Semiparametric Nonlinear Model With Application to Chromatographic Fingerprints," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 109(508), pages 1339-1349, December.
- M. Afshari & F. Lak & B. Gholizadeh, 2017. "A new Bayesian wavelet thresholding estimator of nonparametric regression," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(4), pages 649-666, March.
- Matthieu Garcin & Dominique Guegan, 2015. "Optimal wavelet shrinkage of a noisy dynamical system with non-linear noise impact," Post-Print halshs-01244239, HAL.
- Mahlet G. Tadesse & Joseph G. Ibrahim & Marina Vannucci & Robert Gentleman, 2005. "Wavelet Thresholding with Bayesian False Discovery Rate Control," Biometrics, The International Biometric Society, vol. 61(1), pages 25-35, March.
- Stuart Barber & Guy P. Nason, 2004. "Real nonparametric regression using complex wavelets," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 66(4), pages 927-939, November.