EBayesThresh swMATH ID: 11104 Software Authors: Johnstone, Iain M.; Silverman, Bernhard W. Description: EbayesThresh library is a collection of MATLAB™ scripts that complements the paper ”Needles and straw in haystacks: Empirical Bayes approaches to thresholding a possibly sparse sequence” and ”Empirical Bayes selection of wavelet thresholds” by Iain M. Johnstone and Bernard W. Silverman, submitted for publication 2002. A paper giving a general description of the software and some details both of the general methodology and of some specific technical matters is available here. The scripts in this library are a translation of the corresponding R package or S-PLUS library. The ebayesthresh_wavelet function applies the approach to wavelet transforms obtained with the WAVELAB matlab toolbox developed at Stanford by Buckheit, Chen, Donoho, Johnstone & Scargle (1995). If wavelet transforms are obtained using other software, the routine will not be applicable directly, but should still provide a model for the user to write their own wavelet smoothing routine making use of the function ebayesthresh. The software may be downloaded and used freely for academic purposes, provided its use is acknowledged. Commercial use is not allowed without the permission of the authors. Please bring any problems or errors to the author’s attention. The entire MATLAB source code, in compressed zip form, is available for download from: .. Homepage: http://www-ljk.imag.fr/membres/Anestis.Antoniadis/EBayesThresh/down.html Dependencies: Matlab Related Software: R; EbayesThresh; wavethresh; glmnet; reccv; ElemStatLearn; EMVS; Stan; glasso; KernSmooth; sparsenet; WaveThresh4; wmtsa; fda (R); BayesDA; RStan; REBayes; horseshoe; SSS; PRMLT Cited in: 161 Documents all top 5 Cited by 271 Authors 7 Castillo, Ismaël 6 Van der Vaart, Adrianus Willem 5 Abramovich, Felix P. 5 Cai, Tianwen 5 Johnstone, Iain Murray 5 Oh, Heeseok 4 Mukherjee, Gourab 3 Belitser, Eduard 3 Clyde, Merlise A. 3 George, Edward I. 3 Ghosh, Malay 3 Park, Junyong 3 Polson, Nicholas G. 3 Sapatinas, Theofanis 3 Sardy, Sylvain 3 Scott, James G. 3 Silverman, Bernard W. 3 Szabó, Botond 3 Vidakovic, Brani 3 Wand, Matthew P. 2 Altaher, Alsaidi M. 2 Angelini, Claudia 2 Bai, Ray 2 Benjamini, Yoav 2 Bhadra, Anindya 2 Brown, Lawrence David 2 Chicken, Eric 2 Dalalyan, Arnak S. 2 Datta, Jyotishka 2 Davison, Anthony C. 2 De Feis, Italia 2 dos Santos Sousa, Alex Rodrigo 2 Efron, Bradley 2 Ferreira, Marco A. 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H. 2 Vehtari, Aki 2 Walker, Stephen Grahm 2 Wolpert, Robert L. 2 Zhang, Cun-Hui 2 Zhang, Dabao 2 Zhang, Min 2 Zhou, Harrison H. 1 Abraham, Kweku 1 Akritas, Michael G. 1 Aljohani, Hassan M. 1 Amato, Umberto 1 Amin, Hesham M. 1 Angulo, José Miguel 1 Anitescu, Mihai 1 Antonelli, Joseph L. 1 Antoniadis, Anestis 1 Argiento, Raffaele 1 Armagan, Artin 1 Aykroyd, Robert G. 1 Baladandayuthapani, Veerabhadran 1 Banerjee, Trambak 1 Banik, Asish 1 Bar, Haim Y. 1 Bender, Andrew 1 Berg, Arthur 1 Berger, James Orvis 1 Bhattacharya, Anirban 1 Bickel, Peter John 1 Bobenko, Nikolai 1 Bochkina, Natalia A. 1 Bogdan, Małgorzata 1 Bürkner, Paul-Christian 1 Carbonetto, Peter 1 Cheng, Guang 1 Choi, Dongseok 1 Chrétien, Stéphane 1 Cui, Wen 1 Cutillo, Luisa 1 Dattner, Itai 1 De Canditiis, Daniela 1 De Luca, Giuseppe 1 De Wiel, Mark A. van 1 Deb, Nabarun ...and 171 more Authors all top 5 Cited in 55 Serials 26 The Annals of Statistics 20 Electronic Journal of Statistics 8 Journal of the American Statistical Association 7 Journal of Statistical Planning and Inference 7 The Annals of Applied Statistics 6 Computational Statistics 6 Computational Statistics and Data Analysis 6 Bernoulli 5 Annals of the Institute of Statistical Mathematics 4 Statistical Science 3 International Statistical Review 3 Statistics & Probability Letters 3 Communications in Statistics. 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