Correlated wavelet shrinkage: models of local random fields across multiple resolutions
This paper proposes a novel correlated shrinkage method based on wavelet joint statistics. Our objective is to demonstrate effectiveness of the wavelet correlation models [Z. Azimifar et al., 2004] in estimating the original signal from a noising observation. Simulation results are given to show the advantage of the new correlated shrinkage function. In comparison with the popular nonlinear shrinkage algorithms, it improves the denoised results.