Estimation of the Loss Function When Using Wavelet-Vaguelette Decomposition for Solving Ill-Posed Problems


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The paper discusses the de-noising method in a model with an additive Gaussian noise, based on the wavelet-vaguelette decomposition and thresholding of the vaguelette coefficients. For soft and hard thresholding procedures, we derive the values of the thresholds and estimate asymptotically optimal orders of the loss function based on the probabilities of errors in calculating decomposition coefficients.

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A. Kudryavtsev

Department of Mathematical Statistics, Faculty of Computational Mathematics and Cybernetics, M. V. Lomonosov Moscow State University

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Email: nubigena@mail.ru
俄罗斯联邦, Moscow

O. Shestakov

Institute of Informatics Problems, Federal Research Center “Computer Science and Control” of the Russian Academy of Sciences

Email: nubigena@mail.ru
俄罗斯联邦, Moscow

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