Averaged probability of the error in calculating wavelet coefficients for the random sample size

DOI10.1007/S10958-019-04209-WMaRDI QIDQ2314461zbMATH OpenOpenAlexWikidataFDO

Authors O. V. Shestakov

Publication date 23 July 2019

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10958-019-04209-w

zbMATH Keywords

Gaussian noiseprobability of error in estimaterandom sample sizesignal denoisingwavelet transformwhite noise

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) White noise theory (60H40) Sampling theory, sample surveys (62D05) Statistics of extreme values; tail inference (62G32) Inference from stochastic processes and prediction (62M20) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Review text

While analyzing data obtained during the processing of signals, in certain situations, it is desirable to reduce the noise in signals. This is achieved by using a wavelet transform which takes into account the intra correlations in adjacent samples of a digital signal. The small wavelet coefficients are usually ignored and replaced by zero, without affecting the signal. This assumption compresses the data in a digital channel and transfers it faster and economically. A further commonly used technique is to ignore the coefficients whose absolute values do not exceed a given threshold. The models studied in the literature assume that there are a fixed number of empirical wavelet coefficients. Asymptotic optimal thresholds are calculated and orders of different loss functions based on ``probability of error in estimation criterion. In this paper, the author considers a situation where the model is such that the number of wavelet coefficients of the signal function is random with a white noise distributed as Gaussian.

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Cites work

• Asymptotic behavior of the threshold minimizing the average probability of error in calculation of wavelet coefficients
• Asymptotically optimal wavelet thresholding in models with non-Gaussian noise distributions
• scientific article; zbMATH DE number 1465030 (Why is no real title available?)
• Ideal spatial adaptation by wavelet shrinkage
• Minimax estimation via wavelet shrinkage
• Noise reduction by wavelet thresholding

Cited in

(4)

• Estimation of the average error probability for calculating wavelet coefficients in the hybrid thresholding method
• Asymptotic behavior of the threshold minimizing the average probability of error in calculation of wavelet coefficients
• The threshold of compression in wavelet transform with Haar’s coefficients - numerical examples
• Probability density of the empirical wavelet coefficients of a noisy chaos

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