Estimation of the Average Error Probability for Calculating Wavelet Coefficients in the Hybrid Thresholding Method

A. A. Kudryavtsev, Oleg Vladimirovich Shestakov · Moscow University Computational Mathematics and Cybernetics · 2021

Abstract We consider the denoising problem using the hybrid thresholding of wavelet-transform coefficients of the array of observations. The asymptotic order of the threshold and loss function is calculated while minimizing the average probability of error in calculating the wavelet coefficients.

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