Second generation wavelet methods for denoising of irregularly spaced data in two dimensions
(2003) , 31 pages
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- Authors
- Abstract
- We treat bivariate nonparametric regression, where the design of experiment can be arbitrarily irregular. Our method uses second-generation wavelets built with the lift- ing scheme: Starting from a simple initial transform, we propose to use some predictor operators based on a generalization in two dimensions of the Lagrange interpolating poly- nomial. These predictors are meant to provide a smooth reconstruction. Next, we include an update step which helps to reduce the correlation amongst the detail coefficients, and hence stabilizes the final estimator. We use a Bayesian thresholding algorithm to denoise the empirical coefficients, and we show the performance of the resulting estimator through a simulation study.
- Affiliations
TU Eindhoven
Citations
Delouille, V., Jansen, M., & von Sachs, R. (2003). Second generation wavelet methods for denoising of irregularly spaced data in two dimensions (STAT Discussion Paper 0305). https://hdl.handle.net/2078.5/33522