Multiscale Poisson Intensity and Density Estimation

@article{Willett2007MultiscalePI,
  title={Multiscale Poisson Intensity and Density Estimation},
  author={Rebecca Willett and Robert D. Nowak},
  journal={IEEE Transactions on Information Theory},
  year={2007},
  volume={53},
  pages={3171-3187}
}
The nonparametric Poisson intensity and density estimation methods studied in this paper offer near minimax convergence rates for broad classes of densities and intensities with arbitrary levels of smoothness. The methods and theory presented here share many of the desirable features associated with wavelet-based estimators: computational speed, spatial adaptivity, and the capability of detecting discontinuities and singularities with high resolution. Unlike traditional wavelet-based approaches… CONTINUE READING
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