Level-Dependent Cross-Validation Thresholding
Imputation by wavelet
Imputation for two-dimensional data by wavelet
Level-Dependent Cross-Validation Approach for Wavelet Thresholding
Generating test dataset index of two-dimensional data for cross-valida...
Generating test dataset index for cross-validation
Cross-Validation Wavelet Shrinkage after imputation
Cross-Validation Wavelet Shrinkage for two-dimensional data after impu...
Wavelet reconstruction of image by level-dependent Cross-Validation
Wavelet reconstruction by level-dependent Cross-Validation
Doppler function
fg1 function
Heavisine function
Piecewise polynomial function
The level-dependent cross-validation method is implemented for the selection of thresholding value in wavelet shrinkage. This procedure is implemented by coupling a conventional cross validation with an imputation method due to a limitation of data length, a power of 2. It can be easily applied to classical leave-one-out and k-fold cross validation. Since the procedure is computationally fast, a level-dependent cross validation can be performed for wavelet shrinkage of various data such as a data with correlated errors.