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Statistics and Computing

, Volume 19, Issue 1, pp 1–16 | Cite as

A ‘nondecimated’ lifting transform

  • Marina I. KnightEmail author
  • Guy P. Nason
Article

Abstract

Classical nondecimated wavelet transforms are attractive for many applications. When the data comes from complex or irregular designs, the use of second generation wavelets in nonparametric regression has proved superior to that of classical wavelets. However, the construction of a nondecimated second generation wavelet transform is not obvious. In this paper we propose a new ‘nondecimated’ lifting transform, based on the lifting algorithm which removes one coefficient at a time, and explore its behavior. Our approach also allows for embedding adaptivity in the transform, i.e. wavelet functions can be constructed such that their smoothness adjusts to the local properties of the signal. We address the problem of nonparametric regression and propose an (averaged) estimator obtained by using our nondecimated lifting technique teamed with empirical Bayes shrinkage. Simulations show that our proposed method has higher performance than competing techniques able to work on irregular data. Our construction also opens avenues for generating a ‘best’ representation, which we shall explore.

Keywords

Wavelets Lifting Nondecimation Nonparametric regression Basis averaging 

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Copyright information

© Springer Science+Business Media, LLC 2008

Authors and Affiliations

  1. 1.Department of MathematicsUniversity of BristolBristolUK

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