The Asymptotic Behavior of the Optimal Threshold Minimizing the Probability-of-Error Criterion

被引:0
作者
Kudryavtsev A.A. [1 ]
Shestakov O.V. [1 ,2 ]
机构
[1] Department of Mathematical Statistics, Faculty of Computational Mathematics and Cybernetics, Lomonosov Moscow State University, Moscow
[2] Institute of Informatics Problems, Federal Research Center “Computer Science and Control” of the Russian Academy of Sciences, Moscow
基金
俄罗斯基础研究基金会;
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D O I
10.1007/s10958-018-4048-x
中图分类号
学科分类号
摘要
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. © 2018, Springer Science+Business Media, LLC, part of Springer Nature.
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页码:810 / 815
页数:5
相关论文
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