Asymptotic behavior of the threshold minimizing the average probability of error in calculation of wavelet coefficients


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详细

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.

作者简介

A. Kudryavtsev

Faculty of Computational Mathematics and Cybernetics

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俄罗斯联邦, Moscow, 119991

O. Shestakov

Faculty of Computational Mathematics and Cybernetics; Institute of Informatics Problems, Federal Research Center “Computer Science and Control,”

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俄罗斯联邦, Moscow, 119991; ul. Vavilova 44, korp. 2, Moscow, 119333


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