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Consistency of risk estimation with thresholding of wavelet coefficients

Alexey Markin

Moscow University Computational Mathematics and Cybernetics · 2010 · 15 citations · 5 references

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Concepts

Abstract

The paper considers the thresholding of coefficients in the expansion of a signal function on a wavelet basis. The approximate relations between theoretical risk and its estimate through soft and hard thresholdings with the universal threshold choice are given.

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