SOME POPULAR WAVELET DISTRIBUTION
Saralees Nadarajah · Bulletin of the Korean Mathematical Society · 2007
The modern approach for wavelets imposes a Bayesian prior model on the wavelet coefficients to capture the sparseness of the wavelet expansion. The idea is to build flexible probability models for the marginal posterior densities of the wavelet coefficients. In this note, we derive exact expressions for a popular model for the marginal posterior density.