A Haar-Fisz algorithm for Poisson intensity estimation.

This article introduces a fresh method for the estimation of the intensity of an inhomogeneous one-dimensional Poisson proces The Haar-Fisz transformation transforms a vector of binned Poisson numbers to approximate normality with variance individual Hence we can use any suitable Gaussian wavelet shrinkage [i]modus operandi[/i] to estimate the Poisson intensity. Since the Haar-Fisz operator does not exchange with the shift operator we can dramatically improve accuracy by dint of always cycle spinning before the Haar-Fisz transform as well as optionally after. Extensive simulations exhibit that our approach usually significantly outperformed state-of-the-art competitors on the contrary was occasionally comparable. Our mode is fast, simple, automatic, and