Nonhomogeneous Wavelet Systems in High Dimensions

It is of interest to study a wavelet system with a minimum number of generators. It has been showed by X. Dai, D. R. Larson, and D. M. Speegle in [11] that for any $d\times d$ real-valued expansive matrix M, a homogeneous orthonormal M-wavelet basis can be generated by a single wavelet function. On the other hand, it has been demonstrated in [21] that nonhomogeneous wavelet systems, though much less studied in the literature, play a fundamental role in wavelet analysis and naturally link many aspects of wavelet analysis together. In this paper, we are interested in nonhomogeneous wavelet systems in high dimensions with a minimum number of generators. As we shall see in this paper, a nonhomogeneous wavelet system naturally leads to a homogeneous wavelet system with almost all properties preserved. We also show that a nonredundant nonhomogeneous wavelet system is naturally connected to refinable structures and has a fixed number of wavelet generators. Consequently, it is often impossible for a nonhomogeneous orthonormal wavelet basis to have a single wavelet generator. However, for redundant nonhomogeneous wavelet systems, we show that for any $d\times d$ real-valued expansive matrix M, we can always construct a nonhomogeneous smooth tight M-wavelet frame in $L_2(R^d)$ with a single wavelet generator whose Fourier transform is a compactly supported $C^\infty$ function. Moreover, such nonhomogeneous tight wavelet frames are associated with filter banks and can be modified to achieve directionality in high dimensions. Our analysis of nonhomogeneous wavelet systems employs a notion of frequency-based nonhomogeneous wavelet systems in the distribution space. Such a notion allows us to separate the perfect reconstruction property of a wavelet system from its stability in function spaces

Wavelets and their use

This review paper is intended to give a useful guide for those who want to apply discrete wavelets in their practice. The notion of wavelets and their use in practical computing and various applications are briefly described, but rigorous proofs of mathematical statements are omitted, and the reader is just referred to corresponding literature. The multiresolution analysis and fast wavelet transform became a standard procedure for dealing with discrete wavelets. The proper choice of a wavelet and use of nonstandard matrix multiplication are often crucial for achievement of a goal. Analysis of various functions with the help of wavelets allows to reveal fractal structures, singularities etc. Wavelet transform of operator expressions helps solve some equations. In practical applications one deals often with the discretized functions, and the problem of stability of wavelet transform and corresponding numerical algorithms becomes important. After discussing all these topics we turn to practical applications of the wavelet machinery. They are so numerous that we have to limit ourselves by some examples only. The authors would be grateful for any comments which improve this review paper and move us closer to the goal proclaimed in the first phrase of the abstract.Comment: 63 pages with 22 ps-figures, to be published in Physics-Uspekh

Extreme Value Analysis of Empirical Frame Coefficients and Implications for Denoising by Soft-Thresholding

Denoising by frame thresholding is one of the most basic and efficient methods for recovering a discrete signal or image from data that are corrupted by additive Gaussian white noise. The basic idea is to select a frame of analyzing elements that separates the data in few large coefficients due to the signal and many small coefficients mainly due to the noise \epsilon_n. Removing all data coefficients being in magnitude below a certain threshold yields a reconstruction of the original signal. In order to properly balance the amount of noise to be removed and the relevant signal features to be kept, a precise understanding of the statistical properties of thresholding is important. For that purpose we derive the asymptotic distribution of max_{\omega \in \Omega_n} || for a wide class of redundant frames (\phi_\omega^n: \omega \in \Omega_n}. Based on our theoretical results we give a rationale for universal extreme value thresholding techniques yielding asymptotically sharp confidence regions and smoothness estimates corresponding to prescribed significance levels. The results cover many frames used in imaging and signal recovery applications, such as redundant wavelet systems, curvelet frames, or unions of bases. We show that `generically' a standard Gumbel law results as it is known from the case of orthonormal wavelet bases. However, for specific highly redundant frames other limiting laws may occur. We indeed verify that the translation invariant wavelet transform shows a different asymptotic behaviour.Comment: [Content: 39 pages, 4 figures] Note that in this version 4 we have slightely changed the title of the paper and we have rewritten parts of the introduction. Except for corrected typos the other parts of the paper are the same as the original versions

Confidence bands in density estimation

Given a sample from some unknown continuous density $f:\mathbb{R}\to\mathbb{R}$, we construct adaptive confidence bands that are honest for all densities in a "generic" subset of the union of $t$-H\"older balls, $0<t\le r$, where $r$ is a fixed but arbitrary integer. The exceptional ("nongeneric") set of densities for which our results do not hold is shown to be nowhere dense in the relevant H\"older-norm topologies. In the course of the proofs we also obtain limit theorems for maxima of linear wavelet and kernel density estimators, which are of independent interest.Comment: Published in at http://dx.doi.org/10.1214/09-AOS738 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Construction of interpolating and orthonormal multigenerators and multiwavelets on the interval

In den letzten Jahren haben sich Wavelets zu einem hochwertigen Hilfsmittel in der angewandten Mathematik entwickelt. Eine Waveletbasis ist im Allgemeinen ein System von Funktionen, das durch die Skalierung, Translation und Dilatation einer endlichen Menge von Funktionen, den sogenannten Mutterwavelets, entsteht. Wavelets wurden sehr erfolgreich in der digitalen Signal- und Bildanalyse, z. B. zur Datenkompression verwendet. Ein weiteres wichtiges Anwendungsfeld ist die Analyse und die numerische Behandlung von Operatorgleichungen. Insbesondere ist es gelungen, adaptive numerische Algorithmen basierend auf Wavelets für eine riesige Klasse von Operatorgleichungen, einschließlich Operatoren mit negativer Ordnung, zu entwickeln. Der Erfolg der Wavelet- Algorithmen ergibt sich als Konsequenz der folgenden Fakten: - Gewichtete Folgennormen von Wavelet-Expansionskoeffizienten sind in einem bestimmten Bereich (abhängig von der Regularität der Wavelets) äquivalent zu Glättungsnormen wie Besov- oder Sobolev-Normen. - Für eine breite Klasse von Operatoren ist ihre Darstellung in Wavelet-Koordinaten nahezu diagonal. - Die verschwindenden Momente von Wavelets entfernen den glatten Teil einer Funktion und führen zu sehr effizienten Komprimierungsstrategien. Diese Fakten können z. B. verwendet werden, um adaptive numerische Strategien mit optimaler Konvergenzgeschwindigkeit zu konstruieren, in dem Sinne, dass diese Algorithmen die Konvergenzordnung der besten N-Term-Approximationsschemata realisieren. Die maßgeblichen Ergebnisse lassen sich für lineare, symmetrische, elliptische Operatorgleichungen erzielen. Es existiert auch eine Verallgemeinerung für nichtlineare elliptische Gleichungen. Hier verbirgt sich jedoch eine ernste Schwierigkeit: Jeder numerische Algorithmus für diese Gleichungen erfordert die Auswertung eines nichtlinearen Funktionals, welches auf eine Wavelet-Reihe angewendet wird. Obwohl einige sehr ausgefeilte Algorithmen existieren, erweisen sie sich als ziemlich langsam in der Praxis. In neueren Studien wurde gezeigt, dass dieses Problem durch sogenannte Interpolanten verbessert werden kann. Dabei stellt sich heraus, dass die meisten bekannten Basen der Interpolanten keine stabilen Basen in L2[a,b] bilden. In der vorliegenden Arbeit leisten wir einen wesentlichen Beitrag zu diesem Problem und konstruieren neue Familien von Interpolanten auf beschränkten Gebieten, die nicht nur interpolierend, sondern auch stabil in L2[a,b] sind. Da dies mit nur einem Generator schwer (oder vielleicht sogar unmöglich) zu erreichen ist, werden wir mit Multigeneratoren und Multiwavelets arbeiten.In recent years, wavelets have become a very powerful tools in applied mathematics. In general, a wavelet basis is a system of functions that is generated by scaling, translating and dilating a finite set of functions, the so-called mother wavelets. Wavelets have been very successfully applied in image/signal analysis, e.g., for denoising and compression purposes. Another important field of applications is the analysis and the numerical treatment of operator equations. In particular, it has been possible to design adaptive numerical algorithms based on wavelets for a huge class of operator equations including operators of negative order. The success of wavelet algorithms is an ultimative consequence of the following facts: - Weighted sequence norms of wavelet expansion coefficients are equivalent in a certain range (depending on the regularity of the wavelets) to smoothness norms such as Besov or Sobolev norms. - For a wide class of operators their representation in wavelet coordinates is nearly diagonal. -The vanishing moments of wavelets remove the smooth part of a function. These facts can, e.g., be used to construct adaptive numerical strategies that are guaranteed to converge with optimal order, in the sense that these algorithms realize the convergence order of best N-term approximation schemes. The most far-reaching results have been obtained for linear, symmetric elliptic operator equations. Generalization to nonlinear elliptic equations also exist. However, then one is faced with a serious bottleneck: every numerical algorithm for these equations requires the evaluation of a nonlinear functional applied to a wavelet series. Although some very sophisticated algorithms exist, they turn out to perform quite slowly in practice. In recent studies, it has been shown that this problem can be ameliorated by means of so called interpolants. However, then the problem occurs that most of the known bases of interpolants do not form stable bases in L2[a,b]. In this PhD project, we intend to provide a significant contribution to this problem. We want to construct new families of interpolants on domains that are not only interpolating, but also stable in L2[a,b]or even orthogonal. Since this is hard to achieve (or maybe even impossible) with just one generator, we worked with multigenerators and multiwavelets

Noise Covariance Properties in Dual-Tree Wavelet Decompositions

Dual-tree wavelet decompositions have recently gained much popularity, mainly due to their ability to provide an accurate directional analysis of images combined with a reduced redundancy. When the decomposition of a random process is performed -- which occurs in particular when an additive noise is corrupting the signal to be analyzed -- it is useful to characterize the statistical properties of the dual-tree wavelet coefficients of this process. As dual-tree decompositions constitute overcomplete frame expansions, correlation structures are introduced among the coefficients, even when a white noise is analyzed. In this paper, we show that it is possible to provide an accurate description of the covariance properties of the dual-tree coefficients of a wide-sense stationary process. The expressions of the (cross-)covariance sequences of the coefficients are derived in the one and two-dimensional cases. Asymptotic results are also provided, allowing to predict the behaviour of the second-order moments for large lag values or at coarse resolution. In addition, the cross-correlations between the primal and dual wavelets, which play a primary role in our theoretical analysis, are calculated for a number of classical wavelet families. Simulation results are finally provided to validate these results

High Frequency Asymptotics for Wavelet-Based Tests for Gaussianity and Isotropy on the Torus

We prove a CLT for skewness and kurtosis of the wavelets coefficients of a stationary field on the torus. The results are in the framework of the fixed-domain asymptotics, i.e. we refer to observations of a single field which is sampled at higher and higher frequencies. We consider also studentized statistics for the case of an unknown correlation structure. The results are motivated by the analysis of cosmological data or high-frequency financial data sets, with a particular interest towards testing for Gaussianity and isotropyComment: 33 pages, 3 figure