Skellam shrinkage: Wavelet-based intensity estimation for inhomogeneous Poisson data

Details Skellam shrinkage: Wavelet-based intensity estimation for inhomogeneous Poisson data Skellam shrinkage: Wavelet-based intensity estimation for inhomogeneous Poisson data

2009-05-20

arxiv.org/abs/0905.3217v2

Statistics

Methodology

27 pages, 8 figures, slight formatting changes; submitted for publication

Scientific paper

The ubiquity of integrating detectors in imaging and other applications implies that a variety of real-world data are well modeled as Poisson random variables whose means are in turn proportional to an underlying vector-valued signal of interest. In this article, we first show how the so-called Skellam distribution arises from the fact that Haar wavelet and filterbank transform coefficients corresponding to measurements of this type are distributed as sums and differences of Poisson counts. We then provide two main theorems on Skellam shrinkage, one showing the near-optimality of shrinkage in the Bayesian setting and the other providing for unbiased risk estimation in a frequentist context. These results serve to yield new estimators in the Haar transform domain, including an unbiased risk estimate for shrinkage of Haar-Fisz variance-stabilized data, along with accompanying low-complexity algorithms for inference. We conclude with a simulation study demonstrating the efficacy of our Skellam shrinkage estimators both for the standard univariate wavelet test functions as well as a variety of test images taken from the image processing literature, confirming that they offer substantial performance improvements over existing alternatives.

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