Ingrid Daubechies

Overview

Ingrid Daubechies is a mathematician and physicist (Princeton, later Duke), one of the foundational figures of wavelet theory — the compactly supported orthonormal "Daubechies wavelets" — and a leader in applied harmonic analysis, inverse problems, and sparse regularization.

Key Contributions / Features

• Daubechies wavelets and the mathematical foundations of wavelet-based signal/image compression (underpinning JPEG 2000).
• Iterative soft-thresholding for $\ell_1$-penalized inverse problems (Daubechies–Defrise–De Mol 2004) — a cornerstone of sparse recovery.
• Sparse and stable Markowitz portfolios (Brodie et al. 2009): applying $\ell_1$ regularization to portfolio construction.

Related

• Sparse Portfolio Selection
• Lasso
• Brodie-Daubechies-De Mol-Giannone-Loris (2009) Sparse and Stable Markowitz Portfolios
• Christine De Mol