Email this article Asymptotic behavior of the threshold minimizing the average probability of error in calculation of wavelet coefficients
- Authors: Kudryavtsev A.A.1, Shestakov O.V.1,2
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Affiliations:
- Faculty of Computational Mathematics and Cybernetics
- Institute of Informatics Problems, Federal Research Center “Computer Science and Control,”
- Issue: Vol 93, No 3 (2016)
- Pages: 295-299
- Section: Mathematics
- URL: https://journals.rcsi.science/1064-5624/article/view/223773
- DOI: https://doi.org/10.1134/S1064562416030212
- ID: 223773
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Abstract
The problem of estimating the signal function from noisy observations by thresholding the coefficients of its wavelet decomposition is considered. The asymptotic orders of the threshold and risk are calculated by minimizing the average probability of error in calculating the wavelet coefficients.
About the authors
A. A. Kudryavtsev
Faculty of Computational Mathematics and Cybernetics
Author for correspondence.
Email: nubigena@mail.ru
Russian Federation, Moscow, 119991
O. V. Shestakov
Faculty of Computational Mathematics and Cybernetics; Institute of Informatics Problems, Federal Research Center “Computer Science and Control,”
Email: nubigena@mail.ru
Russian Federation, Moscow, 119991; ul. Vavilova 44, korp. 2, Moscow, 119333
