Consistency of risk estimation with thresholding of wavelet coefficients
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Publication:1759068
DOI10.3103/S0278641910010048zbMath1260.91253MaRDI QIDQ1759068
Publication date: 20 November 2012
Published in: Moscow University Computational Mathematics and Cybernetics (Search for Journal in Brave)
Related Items (13)
On the strong consistency of the adaptive risk estimator for wavelet thresholding ⋮ Asymptotic behavior of the loss function in the multiplicative scaling of the wavelet coefficients of a signal function ⋮ Asymptotic behavior of the threshold minimizing the average probability of error in calculation of wavelet coefficients ⋮ Almost everywhere convergence of a wavelet thresholding risk estimate in a model with correlated noise ⋮ Strong consistency of the risk estimator in multiple hypothesis testing with the FDR threshold ⋮ Minimax mean-square thresholding risk in models with non-Gaussian noise distribution ⋮ Stabilized hard thresholding for an unknown noise level ⋮ Asymptotically optimal wavelet thresholding in models with non-Gaussian noise distributions ⋮ Asymptotic normality of estimating risk upon the wavelet-vaguelette decomposition of a signal function in a model with correlated noise ⋮ Nonlinear regularization of inverse problems for linear homogeneous transforms by stabilized hard thresholding ⋮ The asymptotic behavior of the optimal threshold minimizing the probability-of-error criterion ⋮ Estimation of the loss function when using wavelet-vaguelette decomposition for solving ill-posed problems ⋮ Limit distribution of a risk estimate using the vaguelette-wavelet decomposition of signals in a model with correlated noise
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