Cross-validated wavelet shrinkage

DOI10.1007/S00180-008-0143-7MaRDI QIDQ964663zbMATH OpenOpenAlexFDO

Authors Hee-Seok Oh, Donghoh Kim, Youngjo Lee

Publication date 22 April 2010

Published in Computational Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00180-008-0143-7

zbMATH Keywords

empirical Bayes estimationthreshold selection

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Empirical decision procedures; empirical Bayes procedures (62C12) Nonparametric regression and quantile regression (62G08)

Review text

Different cross-validation (CV) algorithms are considered for threshold selection in wavelet shrinkage regression. In these algorithms the leaving-out sample elements are replaced by some imputed values. Leave-m-blocks out CV and CV for level dependent thresholds are discussed. The CV approaches are compared by an empirical Bayes procedure and complex multiwavelet style hard thresholding via simulations. Analysis of inductance plethysmography data and results of image processing are presented.

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Cites work

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• scientific article; zbMATH DE number 927333 (Why is no real title available?)
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Cited in

(5)

• Generalized cross validation for wavelet thresholding
• Wavelet basis selection for regression by cross-validation
• On the Feasibility of Cross-Validation in Image Analysis
• A crossvalidatory AIC for hard wavelet thresholding in spatially adaptive function estimation
• scientific article; zbMATH DE number 927333 (Why is no real title available?)

Describes a project that uses

Uses Software

• wmtsa
• EBayesThresh
• wavethresh

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