Nonlinear Wavelet Shrinkage with Bayes Rules and Bayes Factors

© 1998 American Statistical AssociationDOI:10.1080/01621459.1998.10474099Wavelet shrinkage, the method proposed by the seminal work of Donoho and Johnstone is a disarmingly simple and efficient way of denoising data. Shrinking wavelet coefficients was proposed from several optimality criteria. In this article a wavelet shrinkage by coherent Bayesian inference in the wavelet domain is proposed. The methods are tested on standard Donoho-Johnstone test functions