Wavelet estimation by Bayesian thresholding and model selection

DOI10.1016/J.AUTOMATICA.2008.01.021MaRDI QIDQ999035zbMATHOpenAlexFDO

Authors Eugenio Cinquemani, Gianluigi Pillonetto

Publication date 30 January 2009

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.automatica.2008.01.021

Gaussian processes regularization inverse problems Bayesian filtering nonstationary signals

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Estimation and detection in stochastic control theory (93E10) Numerical solution of inverse problems involving ordinary differential equations (65L09)

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Cited in

(8)

Bayesian inference in wavelet-based models
Hierarchical wavelet modelling of environmental sensor data
Bayesian Variable Selection and Regularization for Time–Frequency Surface Estimation
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Full Bayesian wavelet inference with a nonparametric prior

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