Nonparametric Bayesian Regression Using Wavelet . Analysis

Abstract

In recent years there has been a considerable development in the use of wavelet methods in statistics. The wavelet analysis, in common with many other mathematical and algorithmic techniques used in statistics, did not originate from statisticians, nor with statistical applications in mind. The wavelet transform is a synthesis of ideas emerging over many years from different fields, notably mathematics, physics and engineering. Like Fourier analysis, with which analogies are often drawn, wavelet methods are general mathematical tools.