Bayesian wavelet de-noising with the caravan prior

DOI10.1051/PS/2019019OpenAlexW2971152454MaRDI QIDQ5881055

Moritz Schauer, Shota Gugushvili, Peter Spreij, Frank H. van der Meulen

Publication date: 9 March 2023

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1810.07668

zbMATH Keywords

discrete wavelet transformGibbs samplerregressionwavelet de-noisingcaravan priorgamma Markov chain

Mathematics Subject Classification ID

Bayesian inference (62F15)

Related Items (1)

Nonparametric Bayesian volatility learning under microstructure noise

Uses Software

• wavelets
• ggplot2
• Waveslim
• EBayesThresh
• Julia
• ggmcmc
• wmtsa

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The horseshoe estimator: posterior concentration around nearly black vectors
• Uncertainty quantification for the horseshoe (with discussion)
• Needles and straw in haystacks: Empirical Bayes estimates of possibly sparse sequences
• Empirical Bayes selection of wavelet thresholds
• Julia: A Fresh Approach to Numerical Computing
• Adapting to Unknown Smoothness via Wavelet Shrinkage
• Sampling-Based Approaches to Calculating Marginal Densities
• The horseshoe estimator for sparse signals
• Conjugate Gamma Markov Random Fields for Modelling Nonstationary Sources
• Bayesian Variable Selection in Linear Regression
• Ideal spatial adaptation by wavelet shrinkage
• 10.1162/15324430152748236
• Bayesian Variable Selection and Regularization for Time–Frequency Surface Estimation
• De-noising by soft-thresholding
• Fundamentals of Nonparametric Bayesian Inference

This page was built for publication: Bayesian wavelet de-noising with the caravan prior