Ideal Spatial Adaptation by Wavelet Shrinkage
نویسندگان
چکیده
With ideal spatial adaptation, an oracle furnishes information about how best to adapt a spatially variable estimator, whether piecewise constant, piecewise polynomial, variable knot spline, or variable bandwidth kernel, to the unknown function. Estimation with the aid of an oracle o ers dramatic advantages over traditional linear estimation by nonadaptive kernels; however, it is a priori unclear whether such performance can be obtained by a procedure relying on the data alone. We describe a new principle for spatially-adaptive estimation: selective wavelet reconstruction. We show that variableknot spline ts and piecewise-polynomial ts, when equipped with an oracle to select the knots, are not dramatically more powerful than selective wavelet reconstruction with an oracle. We develop a practical spatially adaptive method, RiskShrink, which works by shrinkage of empirical wavelet coe cients. RiskShrink mimics the performance of an oracle for selective wavelet reconstruction as well as it is possible to do so. A new inequality in multivariate normal decision theory which we call the oracle inequality shows that attained performance di ers from ideal performance by at most a factor 2 logn, where n is the sample size. Moreover no estimator can give a better guarantee than this. Within the class of spatially adaptive procedures, RiskShrink is essentially optimal. Relying only on the data, it comes within a factor log 2 n of the performance of piecewise polynomial and variable-knot spline methods equipped with an oracle. In contrast, it is unknown how or if piecewise polynomial methods could be made to function this well when denied access to an oracle and forced to rely on data alone.
منابع مشابه
Ideal Spatial Adaptation by Wavelet
With ideal spatial adaptation, an oracle furnishes information about how best to adapt a spatially variable estimator, whether piecewise constant, piecewise polynomial, variable knot spline, or variable bandwidth kernel, to the unknown function. Estimation with the aid of an oracle ooers dramatic advantages over traditional linear estimation by nonadaptive kernels; however, it is a priori uncle...
متن کاملMinimax Estimation via Wavelet Shrinkage
We attempt to recover an unknown function from noisy, sampled data. Using orthonormal bases of compactly supported wavelets we develop a nonlinear method which works in the wavelet domain by simple nonlinear shrinkage of the empirical wavelet coe cients. The shrinkage can be tuned to be nearly minimax over any member of a wide range of Triebeland Besov-type smoothness constraints, and asymptoti...
متن کاملA Wavelet-Based Image Denoising Technique Using Spatial Priors
We propose a new wavelet-based method for image denoising that applies the Bayesian framework, using prior knowledge about the spatial clustering of the wavelet coefficients. Local spatial interactions of the wavelet coefficients are modeled by adopting a Markov Random Field model. An iterative updating technique known as iterated conditional modes (ICM) is applied to estimate the binary masks ...
متن کاملCorrespondences between Wavelet Shrinkage and Nonlinear Diffusion
We study the connections between discrete one-dimensional schemes for nonlinear diffusion and shift-invariant Haar wavelet shrinkage. We show that one step of (stabilised) explicit discretisation of nonlinear diffusion can be expressed in terms of wavelet shrinkage on a single spatial level. This equivalence allows a fruitful exchange of ideas between the two fields. In this paper we derive new...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 1994