The Asymptotic Behavior of the Optimal Threshold Minimizing the Probability-of-Error Criterion
- Авторлар: Kudryavtsev A.A.1, Shestakov O.1,2
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Мекемелер:
- 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
- Шығарылым: Том 234, № 6 (2018)
- Беттер: 810-815
- Бөлім: Article
- URL: https://bakhtiniada.ru/1072-3374/article/view/242014
- DOI: https://doi.org/10.1007/s10958-018-4048-x
- ID: 242014
Дәйексөз келтіру
Аннотация
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.
Авторлар туралы
A. Kudryavtsev
Department of Mathematical Statistics, Faculty of Computational Mathematics and Cybernetics, Lomonosov Moscow State University
Email: oshestakov@cs.msu.su
Ресей, 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
Хат алмасуға жауапты Автор.
Email: oshestakov@cs.msu.su
Ресей, Moscow; Moscow
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