ABSTRACT Wavelet shrinkage methods, introduced by Donoho and Johnstone
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Hsin-Cheng Huang, Noel Cressie1.0 0.2 0.4 0.6 0.8
VisuShrink
SureShrink
DecompShrink
FIGURE 4. Boxplots of MSE performance of the\blocks" signal using various wavelet shrinkage techniques based on 100 replications (n= 2048, SD(S )= 7,= 1).8 2 4 6
VisuShrink
SureShrink
DecompShrink
FIGURE 5. Boxplots of MSE performance of the AR(1) signal using various wavelet shrinkage techniques based on 100 replications (n= 2048, SD(S )= 7,= 1).
Based on the random variation in the stochastic signal and noise, 100 repli?^ cations of Y were obtained. Each replicate gives a MSE S . Figure 4, Figure 5, and Figure 6 show the boxplots of these MSE values for the\blocks", AR(1), and\blocks+ AR(1) signals, respectively, based on the 100 replications. The simulation results are also summarized in Table 1 by averaging over the 100 replications for each shrinkage method and for each test signal. From Figure 4, Figure 5, Figure 6, and Table 1, we see that the MSE values obtained from the DecompShrink method have a distribution that is closer to zero than those from the other two methods. It is quite clear that the DecompShrink method is superior to the VisuShrink and the SureShrink methods for recovery of these three signals. Table 2 shows the estimation of the noise parameter for n= 2048,
ABSTRACT Wavelet shrinkage methods, introduced by Donoho and Johnstone
VisuShrinkSureShrinkDecompShrink
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