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A data-driven block thresholding procedure for wavelet regression is proposed and its theoretical and numerical properties are investigated. The procedure empirically chooses the block size and threshold level at each resolution level by…

Statistics Theory · Mathematics 2009-03-31 T. Tony Cai , Harrison H. Zhou

The algorithm of modified wavelet analysis is discussed. It is based on the weighted least squares approximation. Contrary to the Gaussian as a weight function, we propose to use a compact weight function. The accuracy estimates using the…

Instrumentation and Methods for Astrophysics · Physics 2020-05-05 Ivan L. Andronov , Violetta P. Kulynska

Currently, most speech processing techniques use magnitude spectrograms as front-end and are therefore by default discarding part of the signal: the phase. In order to overcome this limitation, we propose an end-to-end learning method for…

Sound · Computer Science 2018-02-01 Dario Rethage , Jordi Pons , Xavier Serra

In this paper we deal with the regression problem in a random design setting. We investigate asymptotic optimality under minimax point of view of various Bayesian rules based on warped wavelets and show that they nearly attain optimal…

Statistics Theory · Mathematics 2009-08-21 Thanh Mai Pham Ngoc

A number of approaches have dealt with statistical assessment of self-similarity, and many of those are based on multiscale concepts. Most rely on certain distributional assumptions which are usually violated by real data traces, often…

Methodology · Statistics 2022-01-25 Erin K. Hamilton , Seonghye Jeon , Pepa Ramirez Cobo , Kichun Sky Lee , Brani Vidakovic

We consider a wavelet thresholding approach to adaptive variance function estimation in heteroscedastic nonparametric regression. A data-driven estimator is constructed by applying wavelet thresholding to the squared first-order differences…

Statistics Theory · Mathematics 2008-10-28 T. Tony Cai , Lie Wang

Wavelet neural network (WNN), which learns an unknown nonlinear mapping from the data, has been widely used in signal processing, and time-series analysis. However, challenges in constructing accurate wavelet bases and high computational…

Machine Learning · Computer Science 2025-07-15 Dunsheng Huang , Dong Shen , Lei Lu , Ying Tan

The multiscale complexity of modern problems in computational science and engineering can prohibit the use of traditional numerical methods in multi-dimensional simulations. Therefore, novel algorithms are required in these situations to…

Numerical Analysis · Mathematics 2021-06-15 Cale Harnish , Luke Dalessandro , Karel Matous , Daniel Livescu

This work is concerned with the study of asymptotic properties of nonparametric density estimates in the framework of circular data. The estimation procedure here applied is based on wavelet thresholding methods: the wavelets used are the…

Statistics Theory · Mathematics 2016-03-16 Claudio Durastanti

The wavelet analysis technique is a powerful tool and is widely used in broad disciplines of engineering, technology, and sciences. In this work, we present a novel scheme of constructing continuous wavelet functions, in which the wavelet…

Instrumentation and Methods for Astrophysics · Physics 2021-08-06 Yun Wang , Ping He

This paper introduces an adaptive filtering process based on shrinking wavelet coefficients from the corresponding signal wavelet representation. The filtering procedure considers a threshold method determined by an iterative algorithm…

Methodology · Statistics 2023-07-21 F. M. Bayer , A. J. Kozakevicius , R. J. Cintra

The empirical wavelet transform is a data-driven time-scale representation consisting of an adaptive filter bank. Its robustness to data has made it the subject of intense developments and an increasing number of applications in the last…

Image and Video Processing · Electrical Eng. & Systems 2024-12-12 Charles-Gérard Lucas , Jérôme Gilles

Denoising by frame thresholding is one of the most basic and efficient methods for recovering a discrete signal or image from data that are corrupted by additive Gaussian white noise. The basic idea is to select a frame of analyzing…

Numerical Analysis · Mathematics 2015-01-21 Markus Haltmeier , Axel Munk

A $d$-dimensional nonparametric additive regression model with dependent observations is considered. Using the marginal integration technique and wavelets methodology, we develop a new adaptive estimator for a component of the additive…

Statistics Theory · Mathematics 2012-08-07 Christophe Chesneau , Jalal M. Fadili , Bertrand Maillot

Wavelets have been shown to be effective bases for many classes of natural signals and images. Standard wavelet bases have the entire vector space $\mathbb R^n$ as their natural domain. It is fairly straightforward to adapt these to…

Numerical Analysis · Mathematics 2013-09-26 Gorkem Ozkaya

We consider the prediction problem of a continuous-time stochastic process on an entire time-interval in terms of its recent past. The approach we adopt is based on functional kernel nonparametric regression estimation techniques where…

Statistics Theory · Mathematics 2007-06-13 Anestis Antoniadis , Efstathios Paparoditis , Theofanis Sapatinas

The problem of known signal detection in Additive White Gaussian Noise is considered. In this paper a new detection algorithm based on Discrete Wavelet Transform pre-processing and threshold comparison is introduced. Current approaches…

Information Theory · Computer Science 2007-07-16 Ignacio Melgar , Jaime Gomez , Juan Seijas

This survey paper is written with the intention of giving a mathematical introduction to filtering techniques for intermittent data assimilation, and to survey some recent advances in the field. The paper is divided into three parts. The…

Numerical Analysis · Mathematics 2012-09-03 Colin J. Cotter , Sebastian Reich

Recently, novel quaternion-valued wavelets on the plane were constructed using an optimisation approach. These wavelets are compactly supported, smooth, orthonormal, non-separable and truly quaternionic. However, they have not been tested…

Computer Vision and Pattern Recognition · Computer Science 2024-01-12 Neil D. Dizon , Jeffrey A. Hogan

The article reviews the statistical theory of signal detection in application to analysis of deterministic gravitational-wave signals in the noise of a detector. Statistical foundations for the theory of signal detection and parameter…

General Relativity and Quantum Cosmology · Physics 2023-11-10 Piotr Jaranowski , Andrzej Królak