English
Related papers

Related papers: Perfect simulation for Bayesian wavelet thresholdi…

200 papers

A new thresholding strategy for the estimation of a deterministic image immersed in noise is introduced. The threshold is combined with a wavelet decomposition, where the wavelet coefficient of the image at any fixed value of the…

Statistics Theory · Mathematics 2010-05-10 S. C. Olhede

This work proposes a wavelet shrinkage rule under asymmetric LINEX loss function and a mixture of a point mass function at zero and the logistic distribution as prior distribution to the wavelet coefficients in a nonparametric regression…

Methodology · Statistics 2023-07-27 Alex Rodrigo dos Santos Sousa

We provide a scheme for exploring the reconstruction limit of compressed sensing by minimizing the general cost function under the random measurement constraints for generic correlated signal sources. Our scheme is based on the statistical…

Information Theory · Computer Science 2011-07-04 Koujin Takeda , Yoshiyuki Kabashima

As an alternative to variable selection or shrinkage in high dimensional regression, we propose to randomly compress the predictors prior to analysis. This dramatically reduces storage and computational bottlenecks, performing well when the…

Machine Learning · Statistics 2013-03-26 Rajarshi Guhaniyogi , David B. Dunson

Bayesian approaches are one of the primary methodologies to tackle an inverse problem in high dimensions. Such an inverse problem arises in hydrology to infer the permeability field given flow data in a porous media. It is common practice…

Methodology · Statistics 2023-10-02 Navid Shervani-Tabar

We propose a Bayesian approach to the problem of multi-reference alignment -- the recovery of signals from noisy, randomly shifted observations. While existing frequentist methods accurately recover the signal at arbitrarily low…

Signal Processing · Electrical Eng. & Systems 2025-10-15 Axel Janson , Joakim Andén

In this contribution, we consider the problem of blind source separation in a Bayesian estimation framework. The wavelet representation allows us to assign an adequate prior distribution to the wavelet coefficients of the sources. MCMC…

Data Analysis, Statistics and Probability · Physics 2009-11-10 Mahieddine M. Ichir , Ali Mohammad-Djafari

We consider the Bayesian approach to the inverse problem of recovering the shape of an object from measurements of its scattered acoustic field. Working in the time-harmonic setting, we focus on a Helmholtz transmission problem and then…

Analysis of PDEs · Mathematics 2024-10-31 Safiere Kuijpers , Laura Scarabosio

A new shrinkage-based construction is developed for a compressible vector $\boldsymbol{x}\in\mathbb{R}^n$, for cases in which the components of $\xv$ are naturally associated with a tree structure. Important examples are when $\xv$…

Machine Learning · Statistics 2014-01-14 Xin Yuan , Vinayak Rao , Shaobo Han , Lawrence Carin

The present paper proposes a bayesian approach for wavelet shrinkage with the use of a shrinkage prior based on the generalized secant hyperbolic distribution symmetric around zero in a nonparemetric regression problem. This shrinkage prior…

Methodology · Statistics 2021-08-13 Alex Rodrigo dos Santos Sousa

Decomposition of digital signals and images into other basis or dictionaries than time or space domains is a very common approach in signal and image processing and analysis. Such a decomposition is commonly obtained using fixed transforms…

Signal Processing · Electrical Eng. & Systems 2021-05-04 Sayantan Dutta , Adrian Basarab , Bertrand Georgeot , Denis Kouamé

Bayesian shrinkage methods have generated a lot of recent interest as tools for high-dimensional regression and model selection. These methods naturally facilitate tractable uncertainty quantification and incorporation of prior information.…

Computation · Statistics 2017-04-17 Bala Rajaratnam , Doug Sparks , Kshitij Khare , Liyuan Zhang

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

In all areas of human knowledge, datasets are increasing in both size and complexity, creating the need for richer statistical models. This trend is also true for economic data, where high-dimensional and nonlinear/nonparametric inference…

Econometrics · Economics 2021-12-23 Dimitris Korobilis , Kenichi Shimizu

Prior information often takes the form of parameter constraints. Bayesian methods include such information through prior distributions having constrained support. By using posterior sampling algorithms, one can quantify uncertainty without…

Methodology · Statistics 2018-09-25 Leo L Duan , Alexander L Young , Akihiko Nishimura , David B Dunson

We study the reknown deconvolution problem of recovering a distribution function from independent replicates (signal) additively contaminated with random errors (noise), whose distribution is known. We investigate whether a Bayesian…

Statistics Theory · Mathematics 2021-11-15 Judith Rousseau , Catia Scricciolo

Bayesian shrinkage methods have generated a lot of recent interest as tools for high-dimensional regression and model selection. These methods naturally facilitate tractable uncertainty quantification and incorporation of prior information.…

Methodology · Statistics 2017-04-21 Bala Rajaratnam , Doug Sparks , Kshitij Khare , Liyuan Zhang

A quality-Bayesian approach, combining the direct sampling method and the Bayesian inversion, is proposed to reconstruct the locations and intensities of the unknown acoustic sources using partial data. First, we extend the direct sampling…

Numerical Analysis · Mathematics 2020-04-10 Zhaoxing Li , Yanfang Liu , Jiguang Sun , Liwei Xu

This paper is concerned with inverse acoustic scattering problem of inferring the position and shape of a sound-soft obstacle from phaseless far-field data. We propose the Bayesian approach to recover sound-soft disks, line cracks and…

Numerical Analysis · Mathematics 2021-07-28 Zhipeng Yang , Xinping Gui , Ju Ming , Guanghui Hu

Inspired by the key principle behind the EM algorithm, we propose a general methodology for conducting wavelet estimation with irregularly-spaced data by viewing the data as the observed portion of an augmented regularly-spaced data set. We…

Statistics Theory · Mathematics 2007-06-13 Thomas C. M. Lee , Xiao-Li Meng