Posterior probability intervals in Bayesian wavelet estimation

DOI10.1093/BIOMET/91.2.497MaRDI QIDQ3367613zbMATH OpenOpenAlexFDO

Authors C. Semadeni, A. C. Davison, D. V. Hinkley

Publication date 24 January 2006

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://infoscience.epfl.ch/record/84895/files/910497.pdf

zbMATH Keywords

Bayesian thresholdingDiscrete wavelet transformMixture distributionSaddle-point approximation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08)

Cited in

(2)

• Bayesian sigmoid shrinkage with improper variance priors and an application to wavelet denois\-ing
• Bayesian nonparametric shrinkage applied to Cepheid star oscillations

Describes a project that uses

Uses Software

• wavethresh

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