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research article

Hierarchical wavelet modelling of environmental sensor data

Ruffieux, Yann
•
Davison, A. C.  
2011
Brazilian Journal of Probability and Statistics

Motivated by the need to smooth and to summarize multiple simultaneous time series arising from networks of environmental monitors, we propose a hierarchical wavelet model for which estimation of hyperparameters can be performed by marginal maximum likelihood. The result is an empirical Bayes thresholding procedure whose results improve on those of wavethresh in terms of mean square error. We apply the approach to data from the SensorScope environmental modelling system, and briefly discuss issues that arise concerning variance estimation in this context.

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Type
research article
DOI
10.1214/11-BJPS154
Web of Science ID

WOS:000296130100009

Author(s)
Ruffieux, Yann
Davison, A. C.  
Date Issued

2011

Published in
Brazilian Journal of Probability and Statistics
Volume

25

Start page

406

End page

420

Subjects

Empirical Bayes

•

Environmental sensor

•

Hierarchical model

•

Mixture model

•

Normal distribution

•

Sensorscope

•

Spike-and-slab model

•

Wavelet

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
STAT  
Available on Infoscience
October 14, 2011
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/71566
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