A Comparative Simulation Study of Wavelet Shrinkage Estimators for Poisson Counts

A Comparative Simulation Study of Wavelet Shrinkage Estimators for Poisson Counts
复制标题

DOI:
10.1111/j.1751-5823.2004.tb00234.x
复制
发表时间:
2004-08
影响因子:
2
通讯作者:
P. Besbeas;I. Feis;T. Sapatinas
P. Besbeas;I. Feis;T. Sapatinas
中科院分区:
数学3区
文献类型:
--
作者:
P. Besbeas;I. Feis;T. Sapatinas

文献摘要

被引文献

相似文献

通过计算机模拟,考察了泊松计数的经典和贝叶斯小波收缩估计的有限样本性能。为了比较的目的,采用了各种强度函数、背景强度级别、样本大小、初级分辨率级别、小波滤波器和性能标准。给出了使用某些估计器来分析高能天体物理中出现的数据集的演示。遵循可重复研究的理念,本研究中使用的MatLab程序和真实数据示例是免费提供的。
Using computer simulations, the finite sample performance of a number of classical and Bayesian wavelet shrinkage estimators for Poisson counts is examined. For the purpose of comparison, a variety of intensity functions, background intensity levels, sample sizes, primary resolution levels, wavelet filters and performance criteria are employed. A demonstration is given of the use of some of the estimators to analyse a data set arising in high‐energy astrophysics. Following the philosophy of reproducible research, the Matlab programs and real‐life data example used in this study are made freely available.