EbayesThresh: R programs for empirical bayes thresholding

Journal of Statistical Software

Volumn 12, Issue , 2005, Pages

  Johnstone, Iain M ^a   Silverman, Bernard W ^b  

^a STANFORD UNIVERSITY   (United States)

^b UNIVERSITY OF OXFORD   (United Kingdom)

Author keywords

Adaptive estimation; Curve estimation; Data mining; Image estimation; Marginal maximum likelihood; Nonlinear smoothing; Sparsity; Wavelets

Indexed keywords

EID: 26444493657     PISSN: 15487660     EISSN: 15487660     Source Type: Journal    
DOI: 10.18637/jss.v012.i08     Document Type: Review

References (13)

1. Antoniadis A, Jansen M, Johnstone IM, Silverman BW (2004). EbayesThresh: MATLAB Software for Empirical Bayes Thresholding. URL http://www-lmc.imag.fr/ lmc-sms/ Anestis.Antoniadis/EBayesThresh/.
2. Bruce A, Gao HY (1996). Applied Wavelet Analysis with S-PLUS. Springer-Verlag.
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7. Johnstone IM, Silverman BW (2004). "Needles and Straw in Haystacks: Empirical Bayes Estimates of Possibly Sparse Sequences." Annals of Statistics, 32, 1594-1649.
8. Johnstone IM, Silverman BW (2005). "Empirical Bayes Selection of Wavelet Thresholds." Annals of Statistics, 33(4), to appear.
9. Nason GP (1996). "Wavelet Shrinkage Using Cross-Validation." Journal of the Royal Statistical Society, Series B, 58, 463-479.
10. Nason GP (1998). WaveThresh3 Software. Department of Mathematics, University of Bristol, UK. URL http://www.stats.bris.ac.uk/~wavethresh/.
11. Nason GP (2004). wavethresh: Software to Perform Wavelet Statistics and Transforms. URL http://CRAN.R-project.org/src/contrib/Descriptions/wavethresh. html.
12. Silverman BW (2004). EbayesThresh: Empirical Bayes Thresholding and Related Methods. URL http://CRAN.R-project.org/src/contrib/Descriptions/ EbayesThresh.html.
13. Whitcher B (2004). The waveslim Package: Basic Wavelet Routines for One-, Two- and Three-dimensional Signal Processing. URL http://CRAN.R-project.org/ src/contrib/ Descriptions/waveslim.html.