Empirical Bayes block shrinkage of wavelet coefficients via the noncentral chi^2 distribution

Wang, Xue and Wood, ATA (2006) Empirical Bayes block shrinkage of wavelet coefficients via the noncentral chi^2 distribution. Biometrika, 93 (3). pp. 704-722. ISSN 0006-3444. (The full text of this publication is not available from this repository)

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Official URL
http://dx.doi.org/10.1093/biomet/93.3.705

Abstract

Empirical Bayes approaches to the shrinkage of empirical wavelet coefficients have generated considerable interest in recent years. Much of the work to date has focussed on shrinkage of individual wavelet coefficients in isolation. In this paper we propose an empirical Bayes approach to simultaneous shrinkage of wavelet coefficients in a block, based on the block sum of squares. Our approach exploits a useful identity satisfied by the noncentral 2 density and provides some tractable Bayesian block shrinkage procedures. Our numerical results indicate that the new procedures perform very well.

Item Type: Article
Uncontrolled keywords: Block size; Heavy-tailed prior; Nonparametric regression; Posterior mean; Posterior median; Wavelet thresholding.
Subjects: Q Science > QA Mathematics (inc Computing science) > QA276 Mathematical statistics
Divisions: Faculties > Science Technology and Medical Studies > School of Mathematics Statistics and Actuarial Science > Statistics
Depositing User: Xue Wang
Date Deposited: 23 Sep 2008 12:25
Last Modified: 14 Jan 2010 14:35
Resource URI: http://kar.kent.ac.uk/id/eprint/9485 (The current URI for this page, for reference purposes)
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