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155
DeNoising By SoftThresholding
, 1992
"... Donoho and Johnstone (1992a) proposed a method for reconstructing an unknown function f on [0; 1] from noisy data di = f(ti)+ zi, iid i =0;:::;n 1, ti = i=n, zi N(0; 1). The reconstruction fn ^ is de ned in the wavelet domain by translating all the empirical wavelet coe cients of d towards 0 by an a ..."
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Cited by 1121 (13 self)
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Donoho and Johnstone (1992a) proposed a method for reconstructing an unknown function f on [0; 1] from noisy data di = f(ti)+ zi, iid i =0;:::;n 1, ti = i=n, zi N(0; 1). The reconstruction fn ^ is de ned in the wavelet domain by translating all the empirical wavelet coe cients of d towards 0 by an amount p 2 log(n) = p n. We prove two results about that estimator. [Smooth]: With high probability ^ fn is at least as smooth as f, in any of a wide variety of smoothness measures. [Adapt]: The estimator comes nearly as close in mean square to f as any measurable estimator can come, uniformly over balls in each of two broad scales of smoothness classes. These two properties are unprecedented in several ways. Our proof of these results develops new facts about abstract statistical inference and its connection with an optimal recovery model.
Adapting to unknown smoothness via wavelet shrinkage
 JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
, 1995
"... 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 princip ..."
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Cited by 888 (20 self)
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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 smoothnessadaptive: 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 smoothnessadaptive: it is nearminimax 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
Factoring wavelet transforms into lifting steps
 J. Fourier Anal. Appl
, 1998
"... 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 filtering steps, which we call lifting steps but that are also known as ladder structures. This dec ..."
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Cited by 535 (8 self)
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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 filtering 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 wellknown to algebraists (and expressed by the formula); it is also used in linear systems theory in the electrical engineering community. We present here a selfcontained 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, nonunitary case. Like the lattice factorization, the decomposition presented here asymptotically reduces the computational complexity of the transform by a factor two. It has other applications, such as the possibility of defining a waveletlike transform that maps integers to integers. 1.
The Lifting Scheme: A Construction Of Second Generation Wavelets
, 1997
"... . 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 ..."
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Cited by 497 (16 self)
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. 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, inplace 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...
Minimax Estimation via Wavelet Shrinkage
, 1992
"... 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 minim ..."
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Cited by 296 (32 self)
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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 Besovtype 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.
Nonlinear solution of linear inverse problems by waveletvaguelette decomposition
, 1992
"... We describe the WaveletVaguelette Decomposition (WVD) of a linear inverse problem. It is a substitute for the singular value decomposition (SVD) of an inverse problem, and it exists for a class of special inverse problems of homogeneous type { such asnumerical di erentiation, inversion of Abeltype ..."
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Cited by 225 (12 self)
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We describe the WaveletVaguelette Decomposition (WVD) of a linear inverse problem. It is a substitute for the singular value decomposition (SVD) of an inverse problem, and it exists for a class of special inverse problems of homogeneous type { such asnumerical di erentiation, inversion of Abeltype transforms, certain convolution transforms, and the Radon Transform. We propose to solve illposed linear inverse problems by nonlinearly \shrinking" the WVD coe cients of the noisy, indirect data. Our approach o ers signi cant advantages over traditional SVD inversion in the case of recovering spatially inhomogeneous objects. We suppose that observations are contaminated by white noise and that the object is an unknown element of a Besov space. We prove that nonlinear WVD shrinkage can be tuned to attain the minimax rate of convergence, for L 2 loss, over the entire Besov scale. The important case of Besov spaces Bp;q, p <2, which model spatial inhomogeneity, is included. In comparison, linear procedures { SVD included { cannot attain optimal rates of convergence over such classes in the case p<2. For example, our methods achieve faster rates of convergence, for objects known to lie in the Bump Algebra or in Bounded Variation, than any linear procedure.
Unconditional bases are optimal bases for data compression and for statistical estimation
 Applied and Computational Harmonic Analysis
, 1993
"... An orthogonal basis of L 2 which is also an unconditional basis of a functional space F is a kind of optimal basis for compressing, estimating, and recovering functions in F. Simple thresholding operations, applied in the unconditional basis, work essentially better for compressing, estimating, and ..."
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Cited by 164 (22 self)
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An orthogonal basis of L 2 which is also an unconditional basis of a functional space F is a kind of optimal basis for compressing, estimating, and recovering functions in F. Simple thresholding operations, applied in the unconditional basis, work essentially better for compressing, estimating, and recovering than they do in any other orthogonal basis. In fact, simple thresholding in an unconditional basis works essentially better for recovery and estimation than other methods, period. (Performance is measured in an asymptotic minimax sense.) As an application, we formalize and prove Mallat's Heuristic, which says that wavelet bases are optimal for representing functions containing singularities, when there may be an arbitrary number of singularities, arbitrarily distributed.
Shearlet Coorbit Spaces: Compactly Supported Analyzing Shearlets
 Traces and Embeddings, J. Fourier Anal. Appl
"... Abstract. We show that compactly supported functions with sufficient smoothness and enough vanishing moments can serve as analyzing vectors for shearlet coorbit spaces. We use this approach to prove embedding theorems for subspaces of shearlet coorbit spaces resembling shearlets on the cone into Bes ..."
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Cited by 90 (14 self)
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Abstract. We show that compactly supported functions with sufficient smoothness and enough vanishing moments can serve as analyzing vectors for shearlet coorbit spaces. We use this approach to prove embedding theorems for subspaces of shearlet coorbit spaces resembling shearlets on the cone into Besov spaces. Furthermore, we show embedding relations of traces of these subspaces with respect to the real axes. 1.