Curve Estimation using Wavelets and MDL
نویسنده
چکیده
where f is an unknown function, and the ei's are noise. Our goal is to recover f using wavelet methods. We shall assume that n = 2 is an integer power of 2, and consider both the cases of independent and correlated noise. Let f = (f0; : : : ; fn 1) T , y = (y0; : : : ; yn 1) T and W be the discrete wavelet transform (DWT) matrix (e.g., see Donoho & Johnstone 1994). A wavelet{based estimate f̂ of f can be obtained by the following three steps:
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