Scattered data smoothing by empirical Bayesian shrinkage of second-generation wavelet coefficients
Maarten Jansen, Guy P. Nason, Bernard W. Silverman · Proceedings of SPIE, the International Society for Optical Engineering/Proceedings of SPIE · 2001
We propose a novel approach for scattered data smoothing based on second generation wavelets. This wavelet transform automatically adapts to the irregularity of the grid. Our implementation also pays attention to numerical stability, a crucial property in estimation procedures. The wavelet coefficients are shrunk either with simple soft-thresholding or with an empirical Bayesian estimation.