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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; reccv; ElemStatLearn; glmnet; EMVS; glasso; sparsenet; KernSmooth; SemiPar; SSS; BayesDA; WaveThresh4; Stan; wmtsa; brms; S+WAVELETS; WaveLab; Waveslim
Cited in: 135 Publications
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Cited by 214 Authors

7 Castillo, Ismaël
6 Van der Vaart, Adrianus Willem
5 Abramovich, Felix P.
5 Johnstone, Iain Murray
4 Mukherjee, Gourab
4 Oh, Heeseok
3 Cai, Tony Tony
3 Clyde, Merlise A.
3 George, Edward I.
3 Ghosh, Malay
3 Park, Junyong
3 Sapatinas, Theofanis
3 Scott, James G.
3 Silverman, Bernard W.
3 Vidakovic, Brani
3 Wand, Matthew P.
2 Altaher, Alsaidi M.
2 Angelini, Claudia
2 Bai, Ray
2 Belitser, Eduard
2 Benjamini, Yoav
2 Brown, Lawrence David
2 Chicken, Eric
2 Dalalyan, Arnak S.
2 Davison, Anthony C.
2 De Feis, Italia
2 Fryzlewicz, Piotr
2 Greenshtein, Eitan
2 Ismail, Mohd Tahir
2 Kim, Donghoh
2 Lian, Heng
2 Martin, Ryan
2 Mismer, Romain
2 Nurushev, Nurzhan
2 Ormerod, John T.
2 Park, Chun Gun
2 Pensky, Marianna
2 Polson, Nicholas G.
2 Ročková, Veronika
2 Roquain, Étienne
2 Ruggeri, Fabrizio
2 Sardy, Sylvain
2 Schmidt-Hieber, Johannes
2 Szabó, B. T.
2 To, Albert C.
2 Tsybakov, Alexandre B.
2 van der Pas, S. L.
2 van Zanten, J. H.
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 Angulo, José Miguel
1 Anitescu, Mihai
1 Antoniadis, Anestis
1 Argiento, Raffaele
1 Armagan, Artin
1 Aykroyd, Robert G.
1 Banerjee, Trambak
1 Berger, James Orvis
1 Bhadra, Anindya
1 Bhattacharya, Anirban
1 Bickel, Peter John
1 Bochkina, Natalia A.
1 Bogdan, Małgorzata
1 Carbonetto, Peter
1 Choi, Dongseok
1 Chrétien, Stéphane
1 Cui, Wen
1 Cutillo, Luisa
1 Datta, Jyotishka
1 Dattner, Itai
1 De Canditiis, Daniela
1 De Luca, Giuseppe
1 De Wiel, Mark A. van
1 Degani, Emanuele
1 Dharmarathne, Gayan
1 Diaz-Rodriguez, Jairo
1 Donoho, David Leigh
1 dos S. Sousa, Alex Rodrigo
1 dos Santos Sousa, Alex Rodrigo
1 Dunson, David Brian
1 Efromovich, Sam
1 Efron, Bradley
1 Faulkner, James R.
1 Fenga, Livio
1 Ferreira, Marco A. R.
1 Fischer, Aurélie
1 Frommlet, Florian
1 Fu, Yao
1 Gangopadhyay, Ujan
1 Garcia, Nancy L.
1 Gavrilov, Yulia
1 Giacobino, Caroline
...and 114 more Authors
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Cited in 45 Serials

26 The Annals of Statistics
20 Electronic Journal of Statistics
7 Journal of Statistical Planning and Inference
7 The Annals of Applied Statistics
6 Computational Statistics and Data Analysis
5 Annals of the Institute of Statistical Mathematics
5 Computational Statistics
5 Bernoulli
4 Journal of the American Statistical Association
4 Statistical Science
3 Statistics & Probability Letters
2 Scandinavian Journal of Statistics
2 Journal of Multivariate Analysis
2 Communications in Statistics. Simulation and Computation
2 Journal of Statistical Computation and Simulation
2 Journal of the Korean Statistical Society
2 Journal of Computational and Graphical Statistics
2 Sankhyā. Series A
2 Bayesian Analysis
1 Computer Methods in Applied Mechanics and Engineering
1 International Journal of Mathematics and Mathematical Sciences
1 Journal of Applied Probability
1 Journal of Computer and System Sciences
1 Journal of Econometrics
1 Statistics
1 Probability Theory and Related Fields
1 International Journal of Approximate Reasoning
1 Signal Processing
1 Pattern Recognition
1 Stochastic Processes and their Applications
1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
1 Statistica Sinica
1 Complexity
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 Australian & New Zealand Journal of Statistics
1 Journal of Applied Statistics
1 Stochastic Environmental Research and Risk Assessment
1 Brazilian Journal of Probability and Statistics
1 Entropy
1 Statistical Methods and Applications
1 Applied Mathematical Sciences (Ruse)
1 Foundations and Trends in Econometrics
1 São Paulo Journal of Mathematical Sciences
1 Statistics Surveys
1 Sankhyā. Series B

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