The Asymptotic Behavior of the Optimal Threshold Minimizing the Probability-of-Error Criterion
- Authors: Kudryavtsev A.A.1, Shestakov O.1,2
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Affiliations:
- Department of Mathematical Statistics, Faculty of Computational Mathematics and Cybernetics, Lomonosov Moscow State University
- Institute of Informatics Problems, Federal Research Center “Computer Science and Control” of the Russian Academy of Sciences
- Issue: Vol 234, No 6 (2018)
- Pages: 810-815
- Section: Article
- URL: https://journals.rcsi.science/1072-3374/article/view/242014
- DOI: https://doi.org/10.1007/s10958-018-4048-x
- ID: 242014
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Abstract
In this paper we consider the problem of estimation of a signal function from the noised observations via thresholding its wavelet coefficients. We find the asymptotic order of the optimal threshold that minimizes the probability of the maximum error between the estimates and the true wavelet coefficients exceeding a critical value.
About the authors
A. A. Kudryavtsev
Department of Mathematical Statistics, Faculty of Computational Mathematics and Cybernetics, Lomonosov Moscow State University
Email: oshestakov@cs.msu.su
Russian Federation, Moscow
O.V. Shestakov
Department of Mathematical Statistics, Faculty of Computational Mathematics and Cybernetics, Lomonosov Moscow State University; Institute of Informatics Problems, Federal Research Center “Computer Science and Control” of the Russian Academy of Sciences
Author for correspondence.
Email: oshestakov@cs.msu.su
Russian Federation, Moscow; Moscow