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Hierarchical wavelet modelling of environmental sensor data

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Publication:642204
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DOI10.1214/11-BJPS154zbMath1230.62145OpenAlexW2094331933MaRDI QIDQ642204

Yann Ruffieux, Anthony C. Davison

Publication date: 25 October 2011

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/11-bjps154

zbMATH Keywords

waveletsempirical Bayesnormal distributionhierarchical modelmixture modelSensorScopespike-and-slab model


Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Numerical methods for wavelets (65T60) Empirical decision procedures; empirical Bayes procedures (62C12)



Uses Software

  • R
  • wavethresh
  • EBayesThresh
  • wmtsa


Cites Work

  • Unnamed Item
  • Empirical Bayes selection of wavelet thresholds
  • Wavelet-based Functional Mixed Models
  • A theory for multiresolution signal decomposition: the wavelet representation
  • Ten Lectures on Wavelets
  • Wavelet Thresholding via A Bayesian Approach
  • Wavelet transforms versus Fourier transforms
  • Nonparametric trend estimation in replicated time series
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