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Wavelet-based estimation with multiple sampling rates

Hall, Peter; Penev, Spiridon


We suggest an adaptive sampling rule for obtaining information from noisy signals using wavelet methods. The technique involves increasing the sampling rate when relatively high-frequency terms are incorporated into the wavelet estimator, and decreasing it when, again using thresholded terms as an empirical guide, signal complexity is judged to have decreased. Through sampling in this way the algorithm is able to accurately recover relatively complex signals without increasing the...[Show more]

CollectionsANU Research Publications
Date published: 2004
Type: Journal article
Source: Annals of Statistics
DOI: 10.1214/009053604000000751


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