Asymptotically optimal wavelet thresholding in models with non-Gaussian noise distributions |
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Authors: | A A Kudryavtsev O V Shestakov |
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Institution: | 1.Faculty of Computational Mathematics and Cybernetics,Moscow State University,Moscow,Russia;2.Institute of Informatics Problems, Federal Research Center “Computer Science and Control,”,Russian Academy of Sciences,Moscow,Russia |
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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. |
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