For given computational resources, the accuracy of plasma simulations using
particles is mainly held back by the noise due to limited statistical sampling
in the reconstruction of the particle distribution function. A method based on
wavelet analysis is proposed and tested to reduce this noise. The method, known
as wavelet based density estimation (WBDE), was previously introduced in the
statistical literature to estimate probability densities given a finite number
of independent measurements. Its novel application to plasma simulations can be
viewed as a natural extension of the finite size particles (FSP) approach, with
the advantage of estimating more accurately distribution functions that have
localized sharp features. The proposed method preserves the moments of the
particle distribution function to a good level of accuracy, has no constraints
on the dimensionality of the system, does not require an a priori selection of
a global smoothing scale, and its able to adapt locally to the smoothness of
the density based on the given discrete particle data. Most importantly, the
computational cost of the denoising stage is of the same order as one time step
of a FSP simulation. The method is compared with a recently proposed proper
orthogonal decomposition based method, and it is tested with three particle
data sets that involve different levels of collisionality and interaction with
external and self-consistent fields