AustralieFrV1, Main, Exploration, bibRecord, 00C462

A note on the wavelet oracle

Identifieur interne : 00C462 ( Main/Exploration ); précédent : 00C461; suivant : 00C463

A note on the wavelet oracle

Auteurs : Peter Hall [Australie] ; Gérard Kerkyacharian [Australie, France] ; Dominique Picard [Australie, France]

Source :

Statistics and Probability Letters [ 0167-7152 ] ; 1999.

RBID : ISTEX:CD632646B10CB8BD45F807E7C0B570B4F7BEA4A4

Descripteurs français

Pascal (Inist)
- Analyse variance, Méthode optimisation, Transformation ondelette.

English descriptors

Abstract

Abstract: The extent to which wavelet function estimators achieve benchmark levels of performance is sometimes described in terms of our ability to interpret a mythical oracle, who has access to the “truth” about the target function. Since he is so wise, he is able to threshold in an optimal manner – that is, to include a term in the empirical wavelet expansion if and only if the square of the corresponding true coefficient is larger than the variance of its estimate. In this note we show that if thresholding is performed in blocks then, for piecewise-smooth functions, we can achieve the same first-order mean-square performance as the oracle, right down to the constant factor, for fixed, piecewise-smooth functions.

Url:

https://api.istex.fr/document/CD632646B10CB8BD45F807E7C0B570B4F7BEA4A4/fulltext/pdf

DOI: 10.1016/S0167-7152(98)00282-X

Affiliations:

Australie, France

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Serveur d'exploration sur les relations entre la France et l'Australie

A note on the wavelet oracle

A note on the wavelet oracle

Source :

Descripteurs français

English descriptors

Abstract

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