It is increasingly being realised that many real world time series are not stationary and exhibit evolving second-order autocovariance or spectral structure. This article introduces a Bayesian approach for modelling the evolving wavelet spectrum of a locally stationary wavelet time series. Our new method works by combining the advantages of a Haar-Fisz transformed spectrum with a simple, but powerful, Bayesian wavelet shrinkage method. Our new method produces excellent and stable spectral estimates and this is demonstrated via simulated data and on differenced infant ECG data. A major additional benefit of the Bayesian paradigm is that we obtain rigorous and useful credible intervals of the evolving spectral structure. We show how the Bayesian credible intervals provide extra insight into the infant ECG data. 1

This paper develops and compares the MAP and MMSE estimators for spherically-contoured multivariate Laplace random vectors in additive white Gaussian noise. The MMSE estimator is expressed in closed-form using the generalized incomplete gamma function. We also find a computationally efficient yet accurate approximation for the MMSE estimator. In addition, this paper develops an expression for the mean square error MSE for any estimator of spherically-contoured multivariate Laplace random vectors in AWGN, the development of which again depends on the generalized incomplete gamma function. The estimators are motivated and tested on the problem of wavelet-based image denoising.

Unprecedented global surveillance of viruses will result in massive sequence data sets that require new statistical methods. These data sets press the limits of Bayesian phylogenetics as the high-dimensional parameters that comprise a phylogenetic tree increase the already sizable computational burden of these techniques. This burden often results in partitioning the data set, for example, by gene, and inferring the evolutionary dynamics of each partition independently, a compromise that results in stratified analyses that depend only on data within a given partition. However, parameter estimates inferred from these stratified models are likely strongly correlated, considering they rely on data from a single data set. To overcome this shortfall, we exploit the existing Monte Carlo realizations from stratified Bayesian analyses to efficiently estimate a nonparametric hierarchical wavelet-based model and learn about the time-varying parameters of effective population size that reflect levels of genetic diversity across all partitions simultaneously. Our methods are applied to complete genome influenza A sequences that span 13 years. We find that broad peaks and trends, as opposed to seasonal spikes, in the effective population size history distinguish individual segments from the complete genome. We also address hypotheses regarding intersegment dynamics within a formal statistical framework that accounts for correlation between segment-specific parameters.