AustralieFrV1, Main, Merge, bibRecord, 00D874

A note on the wavelet oracle

Identifieur interne : 00D874 ( Main/Merge ); précédent : 00D873; suivant : 00D875

A note on the wavelet oracle

Auteurs : P. Hall [Australie] ; G. Kerkyacharian [Australie, France] ; D. Picard [Australie, France]

Source :

Statistics & probability letters [ 0167-7152 ] ; 1999.

RBID : Pascal:99-0402177

Descripteurs français

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

English descriptors

KwdEn :
- Optimization method, Variance analysis, Wavelet transformation.

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.

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Pascal:99-0402177

Le document en format XML

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<front><div type="abstract" xml:lang="en">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.</div>
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A note on the wavelet oracle

A note on the wavelet oracle

Source :

Descripteurs français

English descriptors

Abstract

Links toward previous steps (curation, corpus...)

Links to Exploration step

Le document en format XML

Pour manipuler ce document sous Unix (Dilib)

Pour mettre un lien sur cette page dans le réseau Wicri