Title
Nonlinear approximation of random functions
Abstract
Given an orthonormal basis and a certain class X of vectors in a Hilbert space H, consider the following nonlinear approximation process: approach a vector x is an element of X by keeping only its N largest coordinates, and let N go to infinity. In this paper, we study the accuracy of this process in the case where H = L(2)(I), and we use either the trigonometric system or a wavelet basis to expand this space. The class of function that we are interested in is described by a stochastic process. We focus on the case of "piecewise stationary processes" that describe functions which are smooth except at isolated points. We show that the nonlinear wavelet approximation is optimal in terms of mean square error and that this optimality is lost either by using the trigonometric system or by using any type of linear approximation method, i.e., keeping the N first coordinates. The main motivation of this work is the search for a suitable mathematical model to study the compression of images and of certain types of signals.
Year
DOI
Venue
1997
10.1137/S0036139994279153
SIAM Journal of Applied Mathematics
Keywords
Field
DocType
nonlinear approximation,stochastic process,image compression,Fourier series,wavelet bases
Hilbert space,Linear approximation,Mathematical optimization,Mathematical analysis,Stochastic process,Orthonormal basis,Approximation error,Mathematics,Small-angle approximation,Piecewise,Wavelet
Journal
Volume
Issue
ISSN
57
2
0036-1399
Citations 
PageRank 
References 
24
10.38
3
Authors
2
Name
Order
Citations
PageRank
Albert Cohen1100272.30
Jean-Pierre D'Ales22410.38