Vestnik TVGU. Seriya: Prikladnaya Matematika [Herald of Tver State University. Series: Applied Mathematics]
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Vestnik TVGU. Seriya: Prikladnaya Matematika [Herald of Tver State University. Series: Applied Mathematics], 2016, Issue 1, Pages 5–12 (Mi vtpmk1)  

Theory of Probability and Mathematical Statistics

Estimation of the optimal rate of the wavelet thresholding risk based on the error probabilities

A. A. Kudriavtseva, O. V. Shestakovab

a Faculty of Computational Mathematics and Cybernetics, Lomonosov Moscow State University
b Institute of Informatics Problems, Federal Research Center "Computer Science and Control" of the Russian Academy of Sciences
References:
Abstract: We consider the method of estimating the signal function from the noised observations based on the minimization of the probabilities of errors in calculating the wavelet coefficients. In the model with additive Gaussian noise we find the optimal parameters and estimate the risk rate.
Keywords: wavelets, thresholding, risk.
Funding agency Grant number
Russian Foundation for Basic Research 16-07-00736_а
Received: 15.02.2016
Revised: 20.02.2016
Bibliographic databases:
Document Type: Article
UDC: 519.22
Language: Russian
Citation: A. A. Kudriavtsev, O. V. Shestakov, “Estimation of the optimal rate of the wavelet thresholding risk based on the error probabilities”, Vestnik TVGU. Ser. Prikl. Matem. [Herald of Tver State University. Ser. Appl. Math.], 2016, no. 1, 5–12
Citation in format AMSBIB
\Bibitem{KudShe16}
\by A.~A.~Kudriavtsev, O.~V.~Shestakov
\paper Estimation of the optimal rate of the wavelet thresholding risk based on the error probabilities
\jour Vestnik TVGU. Ser. Prikl. Matem. [Herald of Tver State University. Ser. Appl. Math.]
\yr 2016
\issue 1
\pages 5--12
\mathnet{http://mi.mathnet.ru/vtpmk1}
\elib{https://elibrary.ru/item.asp?id=25584209}
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