The Asymptotic Behavior of the Optimal Threshold Minimizing the Probability-of-Error Criterion
- 作者: Kudryavtsev A.A.1, Shestakov O.1,2
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隶属关系:
- 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
- 期: 卷 234, 编号 6 (2018)
- 页面: 810-815
- 栏目: Article
- URL: https://bakhtiniada.ru/1072-3374/article/view/242014
- DOI: https://doi.org/10.1007/s10958-018-4048-x
- ID: 242014
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详细
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.
作者简介
A. Kudryavtsev
Department of Mathematical Statistics, Faculty of Computational Mathematics and Cybernetics, Lomonosov Moscow State University
Email: oshestakov@cs.msu.su
俄罗斯联邦, 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
编辑信件的主要联系方式.
Email: oshestakov@cs.msu.su
俄罗斯联邦, Moscow; Moscow
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