Email this article Asymptotically optimal wavelet thresholding in models with non-Gaussian noise distributions
- Authors: Kudryavtsev A.A.1, Shestakov O.V.1,2
-
Affiliations:
- Faculty of Computational Mathematics and Cybernetics
- Institute of Informatics Problems, Federal Research Center “Computer Science and Control,”
- Issue: Vol 94, No 3 (2016)
- Pages: 615-619
- Section: Mathematics
- URL: https://journal-vniispk.ru/1064-5624/article/view/224472
- DOI: https://doi.org/10.1134/S1064562416060028
- ID: 224472
Cite item
Open Access
Access granted
Subscription Access
Abstract
The problem of nonparametric estimation of a signal function by thresholding the coefficients of its wavelet decomposition is considered. In models with various noise distributions, asymptotically optimal thresholds and orders of the loss functions are calculated on the basis of probabilities of errors in the calculation of 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; Moscow, 119933
Supplementary files
