WSwavelet

Bayesian Wavelet Denoising with Wendland-Semicircle Slab Mixture

Bayesian wavelet denoising using a resolution-adaptive spike-and-slab prior whose continuous slab is a mixture of a compactly supported Wendland-type density and the semicircle density. The package provides Gaussian and Laplace working-likelihood versions, empirical-Bayes fitting of resolution-specific slab weights, robust noise-scale estimation, posterior-mean coefficient shrinkage, reconstruction by the inverse discrete wavelet transform, and diagnostic tools.

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