Wavelets, Approximation, and Statistical Applications

ISBN-13: 9780387984537 / Angielski / Miękka / 1998 / 265 str.

Wolfgang Hardle; A. Tsybakov; G. Kerkyacharian

Opis

The mathematical theory of ondelettes (wavelets) was developed by Yves Meyer and many collaborators about 10 years ago. It was designed for ap proximation of possibly irregular functions and surfaces and was successfully applied in data compression, turbulence analysis, image and signal process ing. Five years ago wavelet theory progressively appeared to be a power ful framework for nonparametric statistical problems. Efficient computa tional implementations are beginning to surface in this second lustrum of the nineties. This book brings together these three main streams of wavelet theory. It presents the theory, discusses approximations and gives a variety of statistical applications. It is the aim of this text to introduce the novice in this field into the various aspects of wavelets. Wavelets require a highly interactive computing interface. We present therefore all applications with software code from an interactive statistical computing environment. Readers interested in theory and construction of wavelets will find here in a condensed form results that are somewhat scattered around in the research literature. A practioner will be able to use wavelets via the available software code. We hope therefore to address both theory and practice with this book and thus help to construct bridges between the different groups of scientists. This te. xt grew out of a French-German cooperation (Seminaire Paris Berlin, Seminar Berlin-Paris). This seminar brings together theoretical and applied statisticians from Berlin and Paris. This work originates in the first of these seminars organized in Garchy, Burgundy in 1994."

Spis treści

1 Wavelets.- 1.1 What can wavelets offer?.- 1.2 General remarks.- 1.3 Data compression.- 1.4 Local adaptivity.- 1.5 Nonlinear smoothing properties.- 1.6 Synopsis.- 2 The Haar basis wavelet system.- 3 The idea of multiresolution analysis.- 3.1 Multiresolution analysis.- 3.2 Wavelet system construction.- 3.3 An example.- 4 Some facts from Fourier analysis.- 5 Basic relations of wavelet theory.- 5.1 When do we have a wavelet expansion?.- 5.2 How to construct mothers from a father.- 5.3 Additional remarks.- 6 Construction of wavelet bases.- 6.1 Construction starting from Riesz bases.- 6.2 Construction starting from m0.- 7 Compactly supported wavelets.- 7.1 Daubechies’ construction.- 7.2 Coiflets.- 7.3 Symmlets.- 8 Wavelets and Approximation.- 8.1 Introduction.- 8.2 Sobolev Spaces.- 8.3 Approximation kernels.- 8.4 Approximation theorem in Sobolev spaces.- 8.5 Periodic kernels and projection operators.- 8.6 Moment condition for projection kernels.- 8.7 Moment condition in the wavelet case.- 9 Wavelets and Besov Spaces.- 9.1 Introduction.- 9.2 Besov spaces.- 9.3 Littlewood-Paley decomposition.- 9.4 Approximation theorem in Besov spaces.- 9.5 Wavelets and approximation in Besov spaces.- 10 Statistical estimation using wavelets.- 10.1 Introduction.- 10.2 Linear wavelet density estimation.- 10.3 Soft and hard thresholding.- 10.4 Linear versus nonlinear wavelet density estimation.- 10.5 Asymptotic properties of wavelet thresholding estimates.- 10.6 Some real data examples.- 10.7 Comparison with kernel estimates.- 10.8 Regression estimation.- 10.9 Other statistical models.- 11 Wavelet thresholding and adaptation.- 11.1 Introduction.- 11.2 Different forms of wavelet thresholding.- 11.3 Adaptivity properties of wavelet estimates.- 11.4 Thresholding in sequence space.- 11.5 Adaptive thresholding and Stein’s principle.- 11.6 Oracle inequalities.- 11.7 Bibliographic remarks.- 12 Computational aspects and software.- 12.1 Introduction.- 12.2 The cascade algorithm.- 12.3 Discrete wavelet transform.- 12.4 Statistical implementation of the DWT.- 12.5 Translation invariant wavelet estimation.- 12.6 Main wavelet commands in XploRe.- A Tables.- A.1 Wavelet Coefficients.- A.2.- B Software Availability.- C Bernstein and Rosenthal inequalities.- D A Lemma on the Riesz basis.- Author Index.