Wavelet estimation by Bayesian thresholding and model selection

DOI10.1016/J.AUTOMATICA.2008.01.021MaRDI QIDQ999035zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Gaussian processesregularizationinverse problemsBayesian filteringnonstationary signals

Mathematics Subject Classification ID

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

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• Full Bayesian wavelet inference with a nonparametric prior
• scientific article; zbMATH DE number 1423402 (Why is no real title available?)
• Empirical Bayes selection of wavelet thresholds
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• Bayesian inference in wavelet-based models
• A crossvalidatory AIC for hard wavelet thresholding in spatially adaptive function estimation
• Bayesian Variable Selection and Regularization for Time–Frequency Surface Estimation
• Hierarchical wavelet modelling of environmental sensor data

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