A note on the wavelet oracle
Identifieur interne : 006291 ( PascalFrancis/Corpus ); précédent : 006290; suivant : 006292A note on the wavelet oracle
Auteurs : P. Hall ; G. Kerkyacharian ; D. PicardSource :
- Statistics & probability letters [ 0167-7152 ] ; 1999.
Descripteurs français
- Pascal (Inist)
English descriptors
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.
Notice en format standard (ISO 2709)
Pour connaître la documentation sur le format Inist Standard.
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Format Inist (serveur)
NO : | PASCAL 99-0402177 INIST |
---|---|
ET : | A note on the wavelet oracle |
AU : | HALL (P.); KERKYACHARIAN (G.); PICARD (D.) |
AF : | Centre for Mathematics and its Applications, Australian National University/Canberra, ACT 0260/Australie (1 aut., 2 aut., 3 aut.); Faculté Mathematiques et Informatiques, Université de Picardie, 33 rue Saint-Leu/80039 Amiens/France (2 aut.); Département de Mathematiques, Université de Paris VII/75251 Paris/France (3 aut.) |
DT : | Publication en série; Niveau analytique |
SO : | Statistics & probability letters; ISSN 0167-7152; Coden SPLTDC; Pays-Bas; Da. 1999; Vol. 43; No. 4; Pp. 415-420; Bibl. 9 ref. |
LA : | Anglais |
EA : | 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. |
CC : | 001A02H02H; 001A02H02I |
FD : | Méthode optimisation; Transformation ondelette; Analyse variance |
ED : | Optimization method; Wavelet transformation; Variance analysis |
SD : | Método optimización; Transformación ondita; Análisis variancia |
LO : | INIST-19178.354000085331280120 |
ID : | 99-0402177 |
Links to Exploration step
Pascal:99-0402177Le 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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<EA>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.</EA>
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