Minimax threshold for denoising complex signals with Waveshrink

  title={Minimax threshold for denoising complex signals with Waveshrink},
  author={Sylvain Sardy},
  journal={IEEE Trans. Signal Processing},
For the problem of signal extraction from noisy data, Waveshrink has proven to be a powerful tool, both from an empirical and an asymptotic point of view. Waveshrink is especially efficient at estimating spatially inhomogeneous signals. A key step of the procedure is the selection of the threshold parameter. Donoho and Johnstone propose a selection of the threshold based on a minimax principle. Their derivation is specifically for real signals and real wavelet transforms. In this paper, we… CONTINUE READING
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