Groupe d’études et de recherche en analyse des décisions


Non-Linear Shrinkage Estimation with Complex Daubechies Wavelets


One of the main advantages of the discrete wavelet representation is the near-optimal estimation of signals corrupted with noise. After the seminal work of De Vore and Lucier (1992) and Donoho and Johnstone (1995), new techniques for choosing appropriate threshold and/or shrinkage functions have recently been explored by Bayesian and likelihood methods. This work is motivated by a Bayesian approach and is based on the complex representation of signals by the Symmetric Daubechies Wavelets. Applications for two dimensional signals are discussed.

, 18 pages