Skellam Shrinkage: Wavelet-Based Intensity Estimation for Inhomogeneous Poisson Data

DOI10.1109/TIT.2011.2165933MaRDI QIDQ5272125zbMATH OpenOpenAlexFDO

Authors Keigo Hirakawa, P. J. Wolfe

Publication date 12 July 2017

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0905.3217

Mathematics Subject Classification ID

Bayesian inference (62F15) Nonparametric estimation (62G05) Ridge regression; shrinkage estimators (Lasso) (62J07) Application of orthogonal and other special functions (94A11)

Abstract: The ubiquity of integrating detectors in imaging and other applications implies that a variety of real-world data are well modeled as Poisson random variables whose means are in turn proportional to an underlying vector-valued signal of interest. In this article, we first show how the so-called Skellam distribution arises from the fact that Haar wavelet and filterbank transform coefficients corresponding to measurements of this type are distributed as sums and differences of Poisson counts. We then provide two main theorems on Skellam shrinkage, one showing the near-optimality of shrinkage in the Bayesian setting and the other providing for unbiased risk estimation in a frequentist context. These results serve to yield new estimators in the Haar transform domain, including an unbiased risk estimate for shrinkage of Haar-Fisz variance-stabilized data, along with accompanying low-complexity algorithms for inference. We conclude with a simulation study demonstrating the efficacy of our Skellam shrinkage estimators both for the standard univariate wavelet test functions as well as a variety of test images taken from the image processing literature, confirming that they offer substantial performance improvements over existing alternatives.

Cited in

(6)

• Fast interscale wavelet denoising of Poisson-corrupted images
• On some distributions arising from a generalized trivariate reduction scheme
• Stochastic integral operator model for IS, US and WSSUS channels
• Estimation of a delta-contaminated density of a random intensity of Poisson data
• Poisson intensity estimation for the Spektor-Lord-Willis problem using a wavelet shrinkage approach
• Approximation of the difference of two Poisson-like counts by Skellam

This page was built for publication: Skellam Shrinkage: Wavelet-Based Intensity Estimation for Inhomogeneous Poisson Data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5272125)