We attempt to recover a function of unknown smoothness from noisy, sampled data. We introduce a procedure, SureShrink, which suppresses noise by thresholding the empirical wavelet coefficients. The thresholding is adaptive: a threshold level is assigned to each dyadic resolution level by the principle of minimizing the Stein Unbiased Estimate of Risk (Sure) for threshold estimates. The computational effort of the overall procedure is order N log(N) as a function of the sample size N. SureShrink is smoothness-adaptive: if the unknown function contains jumps, the reconstruction (essentially) does also; if the unknown function has a smooth piece, the reconstruction is (essentially) as smooth as the mother wavelet will allow. The procedure is in a sense optimally smoothness-adaptive: it is near-minimax simultaneously over a whole interval of the Besov scale; the size of this interval depends on the choice of mother wavelet. We know from a previous paper by the authors that traditional smoothing methods -- kernels, splines, and orthogonal series estimates -- even with optimal choices of the smoothing parameter, would be unable to perform

Orthogonal wavelet transforms have recently become a popular representation for multiscale signal and image analysis. One of the major drawbacks of these representations is their lack of translation invariance: the content of wavelet subbands is unstable under translations of the input signal. Wavelet transforms are also unstable with respect to dilations of the input signal, and in two dimensions, rotations of the input signal. We formalize these problems by defining a type of translation invariance that we call "shiftability". In the spatial domain, shiftability corresponds to a lack of aliasing; thus, the conditions under which the property holds are specified by the sampling theorem. Shiftability may also be considered in the context of other domains, particularly orientation and scale. We explore "jointly shiftable" transforms that are simultaneously shiftable in more than one domain. Two examples of jointly shiftable transforms are designed and implemented: a one-dimensional tran...

ABSTRACT. This paper is essentially tutorial in nature. We show how any discrete wavelet transform or two band subband filtering with finite filters can be decomposed into a finite sequence of simple filter-ing steps, which we call lifting steps but that are also known as ladder structures. This decomposition corresponds to a factorization of the polyphase matrix of the wavelet or subband filters into elementary matrices. That such a factorization is possible is well-known to algebraists (and expressed by the formula); it is also used in linear systems theory in the electrical engineering community. We present here a self-contained derivation, building the decomposition from basic principles such as the Euclidean algorithm, with a focus on applying it to wavelet filtering. This factorization provides an alternative for the lattice factorization, with the advantage that it can also be used in the biorthogonal, i.e, non-unitary case. Like the lattice factorization, the decomposition presented here asymptotically re-duces the computational complexity of the transform by a factor two. It has other applications, such as the possibility of defining a wavelet-like transform that maps integers to integers. 1.

. We present the lifting scheme, a simple construction of second generation wavelets, wavelets that are not necessarily translates and dilates of one fixed function. Such wavelets can be adapted to intervals, domains, surfaces, weights, and irregular samples. We show how the lifting scheme leads to a faster, in-place calculation of the wavelet transform. Several examples are included. Key words. wavelet, multiresolution, second generation wavelet, lifting scheme AMS subject classifications. 42C15 1. Introduction. Wavelets form a versatile tool for representing general functions or data sets. Essentially we can think of them as data building blocks. Their fundamental property is that they allow for representations which are efficient and which can be computed fast. In other words, wavelets are capable of quickly capturing the essence of a data set with only a small set of coefficients. This is based on the fact that most data sets have correlation both in time (or space) and frequenc...

We attempt to recover an unknown function from noisy, sampled data. Using orthonormal bases of compactly supported wavelets we develop a nonlinear method which works in the wavelet domain by simple nonlinear shrinkage of the empirical wavelet coe cients. The shrinkage can be tuned to be nearly minimax over any member of a wide range of Triebel- and Besov-type smoothness constraints, and asymptotically minimax over Besov bodies with p q. Linear estimates cannot achieve even the minimax rates over Triebel and Besov classes with p <2, so our method can signi cantly outperform every linear method (kernel, smoothing spline, sieve,:::) in a minimax sense. Variants of our method based on simple threshold nonlinearities are nearly minimax. Our method possesses the interpretation of spatial adaptivity: it reconstructs using a kernel which mayvary in shape and bandwidth from point to point, depending on the data. Least favorable distributions for certain of the Triebel and Besov scales generate objects with sparse wavelet transforms. Many real objects have similarly sparse transforms, which suggests that these minimax results are relevant for practical problems. Sequels to this paper discuss practical implementation, spatial adaptation properties and applications to inverse problems.

In this paper we present the basic idea behind the lifting scheme, a new construction of biorthogonal wavelets which does not use the Fourier transform. In contrast with earlier papers we introduce lifting purely from a wavelet transform point of view and only consider the wavelet basis functions in a later stage. We show how lifting leads to a faster, fully in-place implementation of the wavelet transform. Moreover, it can be used in the construction of second generation wavelets, wavelets that are not necessarily translates and dilates of one function. A typical example of the latter are wavelets on the sphere. Keywords: wavelet, biorthogonal, in-place calculation, lifting 1 Introduction At the present day it has become virtually impossible to give the definition of a "wavelet". The research field is growing so fast and novel contributions are made at such a rate that even if one manages to give a definition today, it might be obsolete tomorrow. One, very vague, way of thinking about...

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Absfruet-A new approach to regularization methods for image processing is introduced and developed using as a vehicle the problem of computing dense optical flow fields in an image sequence. Standard formulations of this problem require the computationally intensive solution of an elliptic partial differential equation that arises from the often used “smoothness constraint” ’yl”. regularization. The interpretation of the smoothness constraint is utilized as a “fractal prior ” to motivate regularization based on a recently introduced class of multiscale stochastic models. The solution of the new problem formulation is computed with an efficient multiscale algorithm. Experiments on several image sequences demonstrate the substantial computational savings that can be achieved due to the fact that the algorithm is noniterative and in fact has a per pixel computational complexity that is independent of image size. The new approach also has a number of other important advantages. Specifically, multiresolution flow field estimates are available, allowing great flexibility in dealing with the tradeoff between resolution and accuracy. Multiscale error covariance information is also available, which is of considerable use in assessing the accuracy of the estimates. In particular, these error statistics can be used as the basis for a rational procedure for determining the spatially-varying optimal reconstruction resolution. Furthermore, if there are compelling reasons to insist upon a standard smoothness constraint, our algorithm provides an excellent initialization for the iterative algorithms associated with the smoothness constraint problem formulation. Finally, the usefulness of our approach should extend to a wide variety of ill-posed inverse problems in which variational techniques seeking a “smooth ” solution are generally Used. I.

The Discrete Wavelet Transform (DWT) decomposes an image into bands that vary in spatial frequency and orientation. It is widely used for image compression. Measures of the visibility of DWT quantization errors are required to achieve optimal compression. Uniform quantization of a single band of coefficients results in an artifact that we call DWT uniform quantization noise; it is the sum of a lattice of random amplitude basis functions of the corresponding DWT synthesis filter. We measured visual detection thresholds for samples of DWT uniform quantization noise in Y, Cb, and Cr color channels. The spatial frequency of a wavelet is r 2 -l , where r is display visual resolution in pixels/degree, and l is the wavelet level. Thresholds increase rapidly with wavelet spatial frequency. Thresholds also increase from Y to Cr to Cb, and with orientation from low-pass to horizontal/vertical to diagonal. We construct a mathematical model for DWT noise detection thresholds that is a function of level, orientation, and display visual resolution. This allows calculation of a "perceptually lossless" quantization matrix for which all errors are in theory below the visual threshold. The model may also be used as the basis for adaptive quantization schemes.

. We construct orthogonal and biorthogonal wavelets on a given closed subset of the real line. We also study wavelets satisfying certain types of boundary conditions. We introduce the concept of "wavelet probing ", which is closely related to our construction of wavelets. This technique allows us to very quickly perform a number of different numerical tasks associated with wavelets. x1. Introduction Wavelets and multiscale analysis have emerged in a number of different fields, from harmonic analysis and partial differential equations in pure mathematics to signal and image processing in computer science and electrical engineering. Typically a general function, signal, or image is broken up into linear combinations of translated and scaled versions of some simple, basic building blocks. Multiscale analysis comes with a natural hierarchical structure obtained by only considering the linear combinations of building blocks up to a certain scale. This hierarchical structure is particularly...