Enviar artigo por via de e-mail The Asymptotic Behavior of the Optimal Threshold Minimizing the Probability-of-Error Criterion
- Autores: Kudryavtsev A.1, Shestakov O.1,2
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Afiliações:
- 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
- Edição: Volume 234, Nº 6 (2018)
- Páginas: 810-815
- Seção: 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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Resumo
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.
Sobre autores
A. Kudryavtsev
Department of Mathematical Statistics, Faculty of Computational Mathematics and Cybernetics, Lomonosov Moscow State University
Email: oshestakov@cs.msu.su
Rússia, 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
Autor responsável pela correspondência
Email: oshestakov@cs.msu.su
Rússia, Moscow; Moscow
