Bayesian wavelet shrinkage
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Gabriel Huerta
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Article
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2010
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Wiley (John Wiley & Sons)
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English
β 131 KB
## Abstract Bayesian waveletβshrinkage methods are defined through a prior distribution on the space of wavelet coefficients after a Discrete Wavelet Transformation (DWT) has been applied to the data. Posterior summaries of the wavelet coefficients establish a Bayes shrinkage rule. After the Bayes