Multivariate denoising using wavelets and principal component analysis

DOI10.1016/j.csda.2004.12.010zbMath1445.62065OpenAlexW2008278511MaRDI QIDQ959322

Jean-Michel Poggi, Mina Aminghafari, Nathalie Cheze

Publication date: 11 December 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2004.12.010

zbMATH Keywords

waveletsprincipal component analysis (PCA)multivariate denoising

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Density estimation (62G07) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (7)

Genetic algorithm assisted wavelet noise reduction scheme for chaotic signals ⋮ Bayesian variable selection for globally sparse probabilistic PCA ⋮ A novel coupling of noise reduction algorithms for particle flow simulations ⋮ Editorial: 2nd special issue on statistical signal extraction and filtering ⋮ Spectral preconditioning of Krylov spaces: combining PLS and PC regression ⋮ Wavelet analysis of stock returns and aggregate economic activity ⋮ Solving Noisy ICA Using Multivariate Wavelet Denoising with an Application to Noisy Latent Variables Regression

Uses Software

• wmtsa
• reccv

Cites Work

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• Least Median of Squares Regression
• Ten Lectures on Wavelets
• Ideal spatial adaptation by wavelet shrinkage
• Statistical Properties and Uses of the Wavelet Variance Estimator for the Scale Analysis of Time Series
• A Simple Rule for the Selection of Principal Components
• De-noising by soft-thresholding
• Wavelets in statistics: A review
• Thresholding algorithms, maxisets and well-concentrated bases

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