Using computer simulations, the finite sample performance of a number of classical and Bayesian wavelet shrinkage estimators for Poisson counts is examined. For the purpose of comparison, a variety of intensity functions, background intensity levels, sample sizes, primary resolution levels, wavelet filters and performance criteria are employed. A demonstration is given of the use of some of the estimators to analyse a data set arising in high-energy astrophysics. Following the philosophy of reproducible research, the Matlab programs and real-life data example used in this study are made freely available.
"A Comparative Simulation Study of Wavelet Shrinkage Estimators for Poisson Counts." Internat. Statist. Rev. 72 (2) 209 - 237, august 2004.