Smooth sigmoid wavelet shrinkage for non-parametric estimation

Abstract

This paper presents a new sigmoid-based wave shrink function. The shrinkage obtained via this function is particularly suitable to reduce noise without impacting significantly the statistical properties of the signal to be recovered. The proposed WaveShrink function depends on a parameter that makes it possible to control the attenuation degree imposed to the data, and thus, allows for a flexible shrinkage.

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