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132
Greedy Function Approximation: A Gradient Boosting Machine
 Annals of Statistics
, 2000
"... Function approximation is viewed from the perspective of numerical optimization in function space, rather than parameter space. A connection is made between stagewise additive expansions and steepest{descent minimization. A general gradient{descent \boosting" paradigm is developed for additi ..."
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Cited by 951 (12 self)
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Function approximation is viewed from the perspective of numerical optimization in function space, rather than parameter space. A connection is made between stagewise additive expansions and steepest{descent minimization. A general gradient{descent \boosting" paradigm is developed for additive expansions based on any tting criterion. Specic algorithms are presented for least{squares, least{absolute{deviation, and Huber{M loss functions for regression, and multi{class logistic likelihood for classication. Special enhancements are derived for the particular case where the individual additive components are regression trees, and tools for interpreting such \TreeBoost" models are presented. Gradient boosting of regression trees produces competitive, highly robust, interpretable procedures for both regression and classication, especially appropriate for mining less than clean data. Connections between this approach and the boosting methods of Freund and Shapire 1996, and Frie...
Translationinvariant denoising
, 1995
"... DeNoising with the traditional (orthogonal, maximallydecimated) wavelet transform sometimes exhibits visual artifacts; we attribute some of these – for example, Gibbs phenomena in the neighborhood of discontinuities – to the lack of translation invariance of the wavelet basis. One method to suppre ..."
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Cited by 307 (8 self)
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DeNoising with the traditional (orthogonal, maximallydecimated) wavelet transform sometimes exhibits visual artifacts; we attribute some of these – for example, Gibbs phenomena in the neighborhood of discontinuities – to the lack of translation invariance of the wavelet basis. One method to suppress such artifacts, termed “cycle spinning ” by Coifman, is to “average out ” the translation dependence. For a range of shifts, one shifts the data (right or left as the case may be), DeNoises the shifted data, and then unshifts the denoised data. Doing this for each of a range of shifts, and averaging the several results so obtained, produces a reconstruction subject to far weaker Gibbs phenomena than thresholding based DeNoising using the traditional orthogonal wavelet transform. CycleSpinning over the range of all circulant shifts can be accomplished in order nlog 2(n) time; it is equivalent to denoising using the undecimated or stationary wavelet transform. Cyclespinning exhibits benefits outside of wavelet denoising, for example in cosine packet denoising, where it helps suppress ‘clicks’. It also has a counterpart in frequency domain denoising, where the goal of translationinvariance is replaced by modulation invariance, and the central shiftDeNoiseunshift operation is replaced by modulateDeNoisedemodulate. We illustrate these concepts with extensive computational examples; all figures presented here are reproducible using the WaveLab software package. 1
An introduction to wavelets
 IEEE Computational Science and Engineering
, 1995
"... ABSTRACT. Wavelets are mathematical functions that cut up data into different frequency components, and then study each component with a resolution matched to its scale. They have advantages over traditional Fourier methods in analyzing physical situations where the signal contains ..."
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Cited by 282 (0 self)
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ABSTRACT. Wavelets are mathematical functions that cut up data into different frequency components, and then study each component with a resolution matched to its scale. They have advantages over traditional Fourier methods in analyzing physical situations where the signal contains
Image compression via joint statistical characterization in the wavelet domain
, 1997
"... We develop a statistical characterization of natural images in the wavelet transform domain. This characterization describes the joint statistics between pairs of subband coefficients at adjacent spatial locations, orientations, and scales. We observe that the raw coefficients are nearly decorrelate ..."
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Cited by 238 (24 self)
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We develop a statistical characterization of natural images in the wavelet transform domain. This characterization describes the joint statistics between pairs of subband coefficients at adjacent spatial locations, orientations, and scales. We observe that the raw coefficients are nearly decorrelated, but their magnitudes are highly correlated. A linear magnitude predictor coupled with both multiplicative and additive uncertainties accounts for the joint coefficient statistics of a wide variety of images including photographic images, graphical images, and medical images. In order to directly demonstrate the power of this model, we construct an image coder called EPWIC (Embedded Predictive Wavelet Image Coder), in which subband coefficients are encoded one bitplane at a time using a nonadaptive arithmetic encoder that utilizes probabilities calculated from the model. Bitplanes are ordered using a greedy algorithm that considers the MSE reduction per encoded bit. The decoder uses the statistical model to predict coefficient values based on the bits it has received. The ratedistortion performance of the coder compares favorably with the current best image coders in the literature. 1
Noise Removal Via Bayesian Wavelet Coring
 TO APPEAR: 3RD IEEE INT'L CONF ON IMAGE PROCESSING. LAUSANNE, SWITZERLAND. SEPTEMBER 1996.
, 1996
"... ..."
Nonlinear Wavelet Shrinkage With Bayes Rules and Bayes Factors
 Journal of the American Statistical Association
, 1998
"... this article a wavelet shrinkage by coherent ..."
Ideal denoising in an orthonormal basis chosen from a library of bases
 Comptes Rendus Acad. Sci., Ser. I
, 1994
"... of bases ..."
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A HaarFisz algorithm for Poisson intensity estimation
 J. Comput. Graph. Stat
, 2004
"... This article introduces a new method for the estimation of the intensity of an inhomogeneous onedimensional Poisson process. The HaarFisz transformation transforms a vector of binned Poisson counts to approximate normality with variance one. Hence we can use any suitable Gaussian wavelet shrinkag ..."
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Cited by 73 (19 self)
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This article introduces a new method for the estimation of the intensity of an inhomogeneous onedimensional Poisson process. The HaarFisz transformation transforms a vector of binned Poisson counts to approximate normality with variance one. Hence we can use any suitable Gaussian wavelet shrinkage method to estimate the Poisson intensity. Since the HaarFisz operator does not commute with the shift operator we can dramatically improve accuracy by always cycle spinning before the HaarFisz transform as well as optionally after. Extensive simulations show that our approach usually significantly outperformed stateoftheart competitors but was occasionally comparable. Our method is fast, simple, automatic, and easy to code. Our technique is applied to the estimation of the intensity of earthquakes in northern California. We show that our technique gives visually similar results to the current stateoftheart.
On estimation of the wavelet variance
 Biometrika
, 1995
"... The wavelet variance provides a scalebased decomposition of the process variance for a time series or random field. It has seen increasing use in geophysics, astronomy, genetics, hydrology, medical imaging, oceanography, soil science, signal processing and texture analysis. In practice, however, da ..."
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Cited by 66 (7 self)
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The wavelet variance provides a scalebased decomposition of the process variance for a time series or random field. It has seen increasing use in geophysics, astronomy, genetics, hydrology, medical imaging, oceanography, soil science, signal processing and texture analysis. In practice, however, data collected in the form of a time series or random field often suffer from various types of contamination. We discuss the difficulties and limitations of existing contamination models (pure replacement models, additive outliers, level shift models and innovation outliers that hide themselves in the original time series) for robust nonparametric estimates of secondorder statistics. We then introduce a new model based upon the idea of scalebased multiplicative contamination. This model supposes that contamination can occur and affect data at certain scales and thus arises naturally in multiscale processes and in the wavelet variance context. For this new contamination model, we develop a full Mestimation theory for the wavelet variance and derive its large sample theory when the underlying time series or random field is Gaussian. Our approach treats the wavelet variance as a scale parameter and offers protection against contamination that operates additively on the log of squared wavelet coefficients and acts independently at different scales.
Wavelet Analysis and Its Statistical Applications
, 1999
"... In recent years there has been a considerable development in the use of wavelet methods in statistics. As a result, we are now at the stage where it is reasonable to consider such methods to be another standard tool of the applied statistician rather than a research novelty. With that in mind, this ..."
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Cited by 61 (13 self)
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In recent years there has been a considerable development in the use of wavelet methods in statistics. As a result, we are now at the stage where it is reasonable to consider such methods to be another standard tool of the applied statistician rather than a research novelty. With that in mind, this article is intended to give a relatively accessible introduction to standard wavelet analysis and to provide an up to date review of some common uses of wavelet methods in statistical applications. It is primarily orientated towards the general statistical audience who may be involved in analysing data where the use of wavelets might be e ective, rather than to researchers already familiar with the eld. Given that objective, we do not emphasise mathematical generality or rigour in our exposition of wavelets and we restrict our discussion to the more frequently employed wavelet methods in statistics. We provide extensive references where the ideas and concepts discussed can be followed up in...