Averages of best wavelet basis estimates for denoising (Q5948589)

\textit{D. L. Donoho} and \textit{I. M. Johnstone} [C. R. Acad. Sci. Paris, Sér. I 319, No.~12, 1317-1322 (1994; Zbl 0819.94007)] introduced an adaptive algorithm that extends nonlinear thresholding denoising in a fixed orthonormal basis to a multiple basis setting. In their work, a search for an optimal basis from a large collection of orthonormal basis, i.e., a library, is introduced. That technique gives the so-called best ortho-basis estimate. In this paper, the authors study the situation when many such libraries are available. An algorithm is proposed. Conditions under which the proposed algorithm offers improvements and corresponding numerical examples are described.