Empirical Bayes block shrinkage of wavelet coefficients via the noncentral χ2 distribution
利用非中心卡方分布的小波系数经验贝叶斯块收缩
Empirical Bayes approaches to the shrinkage of empirical wavelet coefficients have generated considerable interest in recent years. Much of the work to date has focussed on shrinkage of individual wavelet coefficients in isolation. In this paper we propose an empirical Bayes approach to simultaneous shrinkage of wavelet coefficients in a block, based on the block sum of squares. Our approach exploits a useful identity satisfied by the noncentral χ2 density and provides some…