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In this paper, we address the problem of estimating a multidimensional density $f$ by using indirect observations from the statistical model $Y=X+\varepsilon$. Here, $\varepsilon$ is a measurement error independent of the random vector $X$…

Statistics Theory · Mathematics 2015-05-15 Gilles Rebelles

Both wavelet denoising and denosing methods using the concept of sparsity are based on soft-thresholding. In sparsity based denoising methods, it is assumed that the original signal is sparse in some transform domains such as the wavelet…

Optimization and Control · Mathematics 2014-06-11 A. Enis Cetin , Mohammad Tofighi

Successful wavelet estimation is an essential step for seismic methods like impedance inversion, analysis of amplitude variations with offset and full waveform inversion. Homomorphic deconvolution has long intrigued as a potentially elegant…

Geophysics · Physics 2013-01-10 Roberto H. Herrera , Mirko Van der Baan

We consider the problem of robust deconvolution, and particularly the recovery of an unknown deterministic signal convolved with a known filter and corrupted by additive noise. We present a novel, non-iterative data-driven approach.…

Signal Processing · Electrical Eng. & Systems 2021-11-04 Amir Weiss , Boaz Nadler

Soft-thresholding is a sparse modeling method that is typically applied to wavelet denoising in statistical signal processing and analysis. It has a single parameter that controls a threshold level on wavelet coefficients and,…

Methodology · Statistics 2016-02-01 Katsuyuki Hagiwara

In this paper, we propose two contributions to neural network based denoising. First, we propose applying separate convolutional layers to each sub-band of discrete wavelet transform (DWT) as opposed to the common usage of DWT which…

Machine Learning · Computer Science 2021-02-17 Caglar Aytekin , Sakari Alenius , Dmytro Paliy , Juuso Gren

In this work, an efficient numerical scheme is presented for seismic blind deconvolution in a multichannel scenario. The proposed method iterate with wo steps: first, wavelet estimation across all channels and second, refinement of the…

Computational Physics · Physics 2020-10-20 Naveed Iqbal , Entao Liu , James H. McClellan , Abdullatif A. Al-Shuhail

We consider the nonparametric estimation of the density function of weakly and strongly dependent processes with noisy observations. We show that in the ordinary smooth case the optimal bandwidth choice can be influenced by long range…

Statistics Theory · Mathematics 2008-08-13 Rafał Kulik

We investigate minimax results for the anisotropic functional deconvolution model when observations are affected by the presence of long-memory. Under specific conditions about the covariance matrices of the errors, we follow a standard…

Statistics Theory · Mathematics 2018-07-31 Rida Benhaddou

Assume that $(X_t)_{t\in\Z}$ is a real valued time series admitting a common marginal density $f$ with respect to Lebesgue's measure. Donoho {\it et al.} (1996) propose a near-minimax method based on thresholding wavelets to estimate $f$ on…

Statistics Theory · Mathematics 2011-03-17 Irène Gannaz , Olivier Wintenberger

In the present paper we consider the problem of estimating a three-dimensional function $f$ based on observations from its noisy Laplace convolution. Our study is motivated by the analysis of Dynamic Contrast Enhanced (DCE) imaging data. We…

Methodology · Statistics 2018-07-17 Rida Benhaddou , Marianna Pensky , Rasika Rajapakshage

In this paper we present a blind deconvolution scheme based on statistical wavelet estimation. We assume no prior knowledge of the wavelet, and do not select a reflector from the signal. Instead, the wavelet (ultrasound pulse) is…

Other Computer Science · Computer Science 2015-06-01 Roberto H. Herrera , Zhaorui Liu , Natasha Raffa , Paul Christensen , Adrianus Elvers

We study the nonparametric estimation of the jump density of a compound Poisson process from the discrete observation of one trajectory over $[0,T]$. We consider the microscopic regime when the sampling rate $\Delta=\Delta_T\rightarrow0$ as…

Statistics Theory · Mathematics 2012-03-15 Céline Duval

In the present paper, we consider the estimation of a periodic two-dimensional function $f(\cdot,\cdot)$ based on observations from its noisy convolution, and convolution kernel $g(\cdot,\cdot)$ unknown. We derive the minimax lower bounds…

Statistics Theory · Mathematics 2019-05-21 Rida Benhaddou , Qing Liu

We study the performances of an adaptive procedure based on a convex combination, with data-driven weights, of term-by-term thresholded wavelet estimators. For the bounded regression model, with random uniform design, and the nonparametric…

Statistics Theory · Mathematics 2016-08-16 Christophe Chesneau , Guillaume Lecué

Let $\{(X_i,Y_i)\}_{i\in \{1,..., n\}}$ be an i.i.d. sample from the random design regression model $Y=f(X)+\epsilon$ with $(X,Y)\in [0,1]\times [-M,M]$. In dealing with such a model, adaptation is naturally to be intended in terms of…

Statistics Theory · Mathematics 2008-01-23 Pierpaolo Brutti

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

A popular class of problem in statistics deals with estimating the support of a density from $n$ observations drawn at random from a $d$-dimensional distribution. The one-dimensional case reduces to estimating the end points of a univariate…

Statistics Theory · Mathematics 2018-04-27 Victor-Emmanuel Brunel , Jason M. Klusowski , Dana Yang

Consider the regression problem where the response $Y\in\mathbb{R}$ and the covariate $X\in\mathbb{R}^d$ for $d\geq 1$ are \textit{unmatched}. Under this scenario, we do not have access to pairs of observations from the distribution of $(X,…

Statistics Theory · Mathematics 2023-09-19 Mona Azadkia , Fadoua Balabdaoui

We construct an adaptive wavelet estimator that attains minimax near-optimal rates in a wide range of Besov balls. The convergence rates are affected only by the weakest dependence amongst the channels, and take into account both noise…

Statistics Theory · Mathematics 2018-06-20 Rida Benhaddou