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37
Wavelet estimators in nonparametric regression: a comparative simulation study
 Journal of Statistical Software
, 2001
"... OATAO is an open access repository that collects the work of Toulouse researchers and makes it freely available over the web where possible. ..."
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Cited by 72 (9 self)
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OATAO is an open access repository that collects the work of Toulouse researchers and makes it freely available over the web where possible.
Wavelet Analysis and Its Statistical Applications
, 1999
"... In recent years there has been a considerable development in the use of wavelet methods in statistics. As a result, we are now at the stage where it is reasonable to consider such methods to be another standard tool of the applied statistician rather than a research novelty. With that in mind, this ..."
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Cited by 44 (9 self)
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In recent years there has been a considerable development in the use of wavelet methods in statistics. As a result, we are now at the stage where it is reasonable to consider such methods to be another standard tool of the applied statistician rather than a research novelty. With that in mind, this article is intended to give a relatively accessible introduction to standard wavelet analysis and to provide an up to date review of some common uses of wavelet methods in statistical applications. It is primarily orientated towards the general statistical audience who may be involved in analysing data where the use of wavelets might be e ective, rather than to researchers already familiar with the eld. Given that objective, we do not emphasise mathematical generality or rigour in our exposition of wavelets and we restrict our discussion to the more frequently employed wavelet methods in statistics. We provide extensive references where the ideas and concepts discussed can be followed up in...
A survey on wavelet applications in data mining
 SIGKDD Explor. Newsl
"... Recently there has been significant development in the use of wavelet methods in various data mining processes. However, there has been written no comprehensive survey available on the topic. The goal of this is paper to fill the void. First, the paper presents a highlevel datamining framework tha ..."
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Cited by 30 (3 self)
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Recently there has been significant development in the use of wavelet methods in various data mining processes. However, there has been written no comprehensive survey available on the topic. The goal of this is paper to fill the void. First, the paper presents a highlevel datamining framework that reduces the overall process into smaller components. Then applications of wavelets for each component are reviewd. The paper concludes by discussing the impact of wavelets on data mining research and outlining potential future research directions and applications. 1.
Empirical Bayes approach to block wavelet function estimation
, 2002
"... Wavelet methods have demonstrated considerable success in function estimation through termbyterm thresholding of empirical wavelet coecients. However, it has been shown that grouping the empirical wavelet coecients into blocks and making simultaneous threshold decisions about all coecients in e ..."
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Cited by 18 (1 self)
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Wavelet methods have demonstrated considerable success in function estimation through termbyterm thresholding of empirical wavelet coecients. However, it has been shown that grouping the empirical wavelet coecients into blocks and making simultaneous threshold decisions about all coecients in each block has a number of advantages over termbyterm thresholding, including asymptotic optimality and better mean squared error performance in nite sample situations. In this paper, we consider an empirical Bayes approach to incorporating information on neighbouring empirical wavelet coecients into function estimation that results in block shrinkage and block thresholding estimators. Simulated examples are used to illustrate the performance of the resulting estimators, and to compare these estimators with existing nonBayesian block thresholding estimators. It is observed that the proposed empirical Bayes block shrinkage and block thresholding estimators outperform existing block ...
General empirical Bayes wavelet methods and exactly adaptive minimax estimation

, 2005
"... In many statistical problems, stochastic signals can be represented as a sequence of noisy wavelet coefficients. In this paper, we develop general empirical Bayes methods for the estimation of true signal. Our estimators approximate certain oracle separable rules and achieve adaptation to ideal risk ..."
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Cited by 17 (1 self)
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In many statistical problems, stochastic signals can be represented as a sequence of noisy wavelet coefficients. In this paper, we develop general empirical Bayes methods for the estimation of true signal. Our estimators approximate certain oracle separable rules and achieve adaptation to ideal risks and exact minimax risks in broad collections of classes of signals. In particular, our estimators are uniformly adaptive to the minimum risk of separable estimators and the exact minimax risks simultaneously in Besov balls of all smoothness and shape indices, and they are uniformly superefficient in convergence rates in all compact sets in Besov spaces with a finite secondary shape parameter. Furthermore, in classes nested between Besov balls of the same smoothness index, our estimators dominate threshold and James–Stein estimators within an infinitesimal fraction of the minimax risks. More general block empirical Bayes estimators are developed. Both white noise with drift and nonparametric regression are considered.
Audio Denoising by Timefrequency Block Thresholding
, 2007
"... Removing noise from audio signals requires a nondiagonal processing of timefrequency coefficients to avoid producing “musical noise”. State of the art algorithms perform a parameterized filtering of spectrogram coefficients with empirically fixed parameters. A block thresholding estimation procedu ..."
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Cited by 16 (3 self)
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Removing noise from audio signals requires a nondiagonal processing of timefrequency coefficients to avoid producing “musical noise”. State of the art algorithms perform a parameterized filtering of spectrogram coefficients with empirically fixed parameters. A block thresholding estimation procedure is introduced, which adjusts all parameters adaptively to signal property by minimizing a Stein estimation of the risk. Numerical experiments demonstrate the performance and robustness of this procedure through objective and subjective evaluations.
A Nonlinear Stein Based Estimator for Multichannel Image Denoising
, 2007
"... The use of multicomponent images has become widespread with the improvement of multisensor systems having increased spatial and spectral resolutions. However, the observed images are often corrupted by an additive Gaussian noise. In this paper, we are interested in multichannel image denoising based ..."
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Cited by 13 (7 self)
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The use of multicomponent images has become widespread with the improvement of multisensor systems having increased spatial and spectral resolutions. However, the observed images are often corrupted by an additive Gaussian noise. In this paper, we are interested in multichannel image denoising based on a multiscale representation of the images. A multivariate statistical approach is adopted to take into account both the spatial and the intercomponent correlations existing between the different wavelet subbands. More precisely, we propose a new parametric nonlinear estimator which generalizes many reported denoising methods. The derivation of the optimal parameters is achieved by applying Steinâs principle in the multivariate case. Experiments performed on multispectral remote sensing images clearly indicate that our method outperforms conventional wavelet denoising techniques.
Block Thresholding and Sharp Adaptive Estimation in Severely IllPosed Inverse Problems
, 2003
"... We consider the problem of solving linear operator equations from noisy data under the assumption that the singular values of the operator decrease exponentially fast and that the underlying solution is also exponentially smooth in the Fourier domain. We suggest an estimator of the solution based on ..."
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Cited by 12 (1 self)
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We consider the problem of solving linear operator equations from noisy data under the assumption that the singular values of the operator decrease exponentially fast and that the underlying solution is also exponentially smooth in the Fourier domain. We suggest an estimator of the solution based on a running version of block thresholding in the space of Fourier coecients. This estimator is shown to be sharp adaptive to the unknown smoothness of the solution. 1
Wavelets in Statistics: Beyond the Standard Assumptions
 Phil. Trans. Roy. Soc. Lond. A
, 1999
"... this paper, attention has been focused on methods that treat coe#cients at least as if they were independent. However, it is intuitively clear that if one coe#cient in the wavelet array is nonzero, then it is more likely #in some appropriate sense# that neighbouring coe#cients will be also. One way ..."
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Cited by 9 (2 self)
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this paper, attention has been focused on methods that treat coe#cients at least as if they were independent. However, it is intuitively clear that if one coe#cient in the wavelet array is nonzero, then it is more likely #in some appropriate sense# that neighbouring coe#cients will be also. One way of incorporating this notion is by some form of block thresholding, where coe#cients are considered in neighbouring blocks; see for example Hall et al. #1998# and Cai & Silverman #1998#. An obvious question for future consideration is integrate the ideas of block thresholding and related methods within the range of models and methods considered in this paper.
Accurate Prediction of Phase Transitions in Compressed Sensing via a Connection to Minimax Denoising
, 1111
"... Compressed sensing posits that, within limits, one can undersample a sparse signal and yet reconstruct it accurately. Knowing the precise limits to such undersampling is important both for theory and practice. We present a formula that characterizes the allowed undersampling of generalized sparse ob ..."
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Cited by 8 (2 self)
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Compressed sensing posits that, within limits, one can undersample a sparse signal and yet reconstruct it accurately. Knowing the precise limits to such undersampling is important both for theory and practice. We present a formula that characterizes the allowed undersampling of generalized sparse objects. The formula applies to Approximate Message Passing (AMP) algorithms for compressed sensing, which are here generalized to employ denoising operators besides the traditional scalar soft thresholding denoiser. This paper gives several examples including scalar denoisers not derived from convex penalization – the firm shrinkage nonlinearity and the minimax nonlinearity – and also nonscalar denoisers – block thresholding, monotone regression, and total variation minimization. Let the variables ε = k/N and δ = n/N denote the generalized sparsity and undersampling fractions for sampling the kgeneralizedsparse Nvector x0 according to y = Ax0. Here A is an n × N measurement matrix whose entries are iid standard Gaussian. The formula states that the phase transition curve δ = δ(ε) separating successful from unsuccessful reconstruction of x0