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241
Adaptive Wavelet Thresholding for Image Denoising and Compression
 IEEE TRANSACTIONS ON IMAGE PROCESSING
, 2000
"... The first part of this paper proposes an adaptive, datadriven threshold for image denoising via wavelet softthresholding. The threshold is derived in a Bayesian framework, and the prior used on the wavelet coefficients is the generalized Gaussian distribution (GGD) widely used in image processing ..."
Abstract

Cited by 362 (4 self)
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The first part of this paper proposes an adaptive, datadriven threshold for image denoising via wavelet softthresholding. The threshold is derived in a Bayesian framework, and the prior used on the wavelet coefficients is the generalized Gaussian distribution (GGD) widely used in image processing applications. The proposed threshold is simple and closedform, and it is adaptive to each subband because it depends on datadriven estimates of the parameters. Experimental results show that the proposed method, called BayesShrink, is typically within 5% of the MSE of the best softthresholding benchmark with the image assumed known. It also outperforms Donoho and Johnstone's SureShrink most of the time. The second part
Wavelet Thresholding via a Bayesian Approach
 J. R. STATIST. SOC. B
, 1996
"... We discuss a Bayesian formalism which gives rise to a type of wavelet threshold estimation in nonparametric regression. A prior distribution is imposed on the wavelet coefficients of the unknown response function, designed to capture the sparseness of wavelet expansion common to most applications. ..."
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Cited by 262 (33 self)
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We discuss a Bayesian formalism which gives rise to a type of wavelet threshold estimation in nonparametric regression. A prior distribution is imposed on the wavelet coefficients of the unknown response function, designed to capture the sparseness of wavelet expansion common to most applications. For the prior specified, the posterior median yields a thresholding procedure. Our prior model for the underlying function can be adjusted to give functions falling in any specific Besov space. We establish a relation between the hyperparameters of the prior model and the parameters of those Besov spaces within which realizations from the prior will fall. Such a relation gives insight into the meaning of the Besov space parameters. Moreover, the established relation makes it possible in principle to incorporate prior knowledge about the function's regularity properties into the prior model for its wavelet coefficients. However, prior knowledge about a function's regularity properties might b...
Spatially Adaptive Wavelet Thresholding with Context Modeling for Image denoising”,
 IEEE Transaction on Image Processing,
, 2000
"... ..."
The Stationary Wavelet Transform and some Statistical Applications
, 1995
"... Wavelets are of wide potential use in statistical contexts. The basics of the discrete wavelet transform are reviewed using a filter notation that is useful subsequently in the paper. A `stationary wavelet transform', where the coefficient sequences are not decimated at each stage, is described ..."
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Cited by 177 (19 self)
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Wavelets are of wide potential use in statistical contexts. The basics of the discrete wavelet transform are reviewed using a filter notation that is useful subsequently in the paper. A `stationary wavelet transform', where the coefficient sequences are not decimated at each stage, is described. Two different approaches to the construction of an inverse of the stationary wavelet transform are set out. The application of the stationary wavelet transform as an exploratory statistical method is discussed, together with its potential use in nonparametric regression. A method of local spectral density estimation is developed. This involves extensions to the wavelet context of standard time series ideas such as the periodogram and spectrum. The technique is illustrated by its application to data sets from astronomy and veterinary anatomy. 1 Introduction In this paper we discuss some aspects of wavelets with a particular view to their statistical application. In particular we shall be conce...
Regularization of Wavelets Approximations
, 1999
"... this paper, weintroduce nonlinear regularized wavelet estimators for estimating nonparametric regression functions when sampling points are not uniformly spaced. The approach can apply readily to many other statistical contexts. Various new penalty functions are proposed. The hardthresholding and s ..."
Abstract

Cited by 119 (16 self)
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this paper, weintroduce nonlinear regularized wavelet estimators for estimating nonparametric regression functions when sampling points are not uniformly spaced. The approach can apply readily to many other statistical contexts. Various new penalty functions are proposed. The hardthresholding and softthresholding estimators of Donoho and Johnstone (1994) are specic members of nonlinear regularized wavelet estimators. They correspond to the lower and upper bound of a class of the penalized leastsquares estimators. Necessary conditions for penalty functions are given for regularized estimators to possess thresholding properties. Oracle inequalities and universal thresholding parameters are obtained for a large class of penalty functions. The sampling properties of nonlinear regularized wavelet estimators are established, and are shown to be adaptively minimax. To eciently solve penalized leastsquares problems, Nonlinear Regularized Sobolev Interpolators (NRSI) are proposed as initial estimators, which are shown to have good sampling properties. The NRSI is further ameliorated by Regularized OneStep Estimators (ROSE), which are the onestep estimators of the penalized leastsquares problems using the NRSI as initial estimators. Two other approaches, the graduated nonconvexity algorithm and wavelet networks, are also introduced to handle penalized leastsquares problems. The newly introduced approaches are also illustrated by a few numerical examples. ####### ########## ## ########## ########### ## ############# ## ####### ######################### ##### ######## ##### ## ####### ######## ### ## ########## ########## ## ########### ########## ## ########### ### ######## ## ########## ### ### ####### ########## ## #### ##### ##### ########### ######### ######### ## ###...
EMPIRICAL BAYES SELECTION OF WAVELET THRESHOLDS
, 2005
"... This paper explores a class of empirical Bayes methods for leveldependent threshold selection in wavelet shrinkage. The prior considered for each wavelet coefficient is a mixture of an atom of probability at zero and a heavytailed density. The mixing weight, or sparsity parameter, for each level of ..."
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Cited by 117 (5 self)
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This paper explores a class of empirical Bayes methods for leveldependent threshold selection in wavelet shrinkage. The prior considered for each wavelet coefficient is a mixture of an atom of probability at zero and a heavytailed density. The mixing weight, or sparsity parameter, for each level of the transform is chosen by marginal maximum likelihood. If estimation is carried out using the posterior median, this is a random thresholding procedure; the estimation can also be carried out using other thresholding rules with the same threshold. Details of the calculations needed for implementing the procedure are included. In practice, the estimates are quick to compute and there is software available. Simulations on the standard model functions show excellent performance, and applications to data drawn from various fields of application are used to explore the practical performance of the approach. By using a general result on the risk of the corresponding marginal maximum likelihood approach for a single sequence, overall bounds on
Wavelet estimators in nonparametric regression: a comparative simulation study
 Journal of Statistical Software
, 2001
"... OATAO is an open access repository that collects the work of Toulouse researchers and makes it freely available over the web where possible. ..."
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Cited by 114 (19 self)
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OATAO is an open access repository that collects the work of Toulouse researchers and makes it freely available over the web where possible.
Connectionlevel Analysis and Modeling of Network Traffic
 in ACM SIGCOMM Internet Measurement Workshop
, 2001
"... Abstract — Most network traffic analysis and modeling studies lump all connections together into a single flow. Such aggregate traffic typically exhibits longrangedependent (LRD) correlations and nonGaussian marginal distributions. Importantly, in a typical aggregate traffic model, traffic bursts ..."
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Cited by 97 (5 self)
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Abstract — Most network traffic analysis and modeling studies lump all connections together into a single flow. Such aggregate traffic typically exhibits longrangedependent (LRD) correlations and nonGaussian marginal distributions. Importantly, in a typical aggregate traffic model, traffic bursts arise from many connections being active simultaneously. In this paper, we develop a new framework for analyzing and modeling network traffic that moves beyond aggregation by incorporating connectionlevel information. A careful study of many traffic traces acquired in different networking situations reveals (in opposition to the aggregate modeling ideal) that traffic bursts typically arise from just a few highvolume connections that dominate all others. We term such dominating connections alpha traffic. Alpha traffic is caused by large file transmissions over high bandwidth links and is extremely bursty (nonGaussian). Stripping the alpha traffic from an aggregate trace leaves a beta traffic residual that is Gaussian, LRD, and shares the same fractal scaling exponent as the aggregate traffic. Beta traffic is caused by both small and large file transmissions over low bandwidth links. In our alpha/beta traffic model, the heterogeneity of the network resources give rise to burstiness and heavytailed connection durations give rise to LRD. Queuing experiments suggest that the alpha component dictates the tail queue behavior for large queue sizes, whereas the beta component controls the tail queue behavior for small queue sizes. Keywords—network traffic modeling, animal kingdom I.
Flexible empirical Bayes estimation for wavelets
 Journal of the Royal Statistics Society, Series B
, 2000
"... Wavelet shrinkage estimation is an increasingly popular method for signal denoising and compression. Although Bayes estimators can provide excellent mean squared error (MSE) properties, selection of an effective prior is a difficult task. To address this problem, we propose Empirical Bayes (EB) prio ..."
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Cited by 86 (14 self)
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Wavelet shrinkage estimation is an increasingly popular method for signal denoising and compression. Although Bayes estimators can provide excellent mean squared error (MSE) properties, selection of an effective prior is a difficult task. To address this problem, we propose Empirical Bayes (EB) prior selection methods for various error distributions including the normal and the heavier tailed Student t distributions. Under such EB prior distributions, we obtain threshold shrinkage estimators based on model selection, and multiple shrinkage estimators based on model averaging. These EB estimators are seen to be computationally competitive with standard classical thresholding methods, and to be robust to outliers in both the data and wavelet domains. Simulated and real examples are used to illustrate the flexibility and improved MSE performance of these methods in a wide variety of settings.