Wavelet estimation by Bayesian thresholding and model selection

DOI10.1016/J.AUTOMATICA.2008.01.021zbMATH Open1153.93031OpenAlexW2084066081MaRDI QIDQ999035FDOQ999035

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

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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 (8)

• Title not available (Why is that?)
• Full Bayesian wavelet inference with a nonparametric prior
• Empirical Bayes selection of wavelet thresholds
• Title not available (Why is that?)
• Title not available (Why is that?)
• Bayesian inference in wavelet-based models
• Bayesian Variable Selection and Regularization for Time–Frequency Surface Estimation
• Hierarchical wavelet modelling of environmental sensor data

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