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DiscreteWaveletTransformThresholdMethod Enumeration

Details thresholding methods.

Namespace: CenterSpace.NMath.Core
Assembly: NMath (in NMath.dll) Version: 7.4
public enum ThresholdMethod
Member nameValueDescription
Universal0 The universal threshold = sigma * Sqrt( 2 * ln n ). Refered to as Visushrink in the literature and tends to oversmooth the signal. However, it is asymptotically optimal in the minimax sense with a hard threshold and thus improves as the number of samples increases.
UniversalMAD1 The universal threshold = sigmaMAD * Sqrt( 2 * ln n ), with sigma esimated using MAD, or Median Absolute Deviation.
Sure2 The SURE threshold, designed to be a smaller that the Universal threshold, is based on Stein's unbiased risk estimate. This threshold should be used with a soft thresholding policy. Refered to as SureShrink or Rigorous Sure in the literature (MATLAB rigrsure).
Hybrid3 Hybrid threshold, often refered to as SureShrink in the literature. When the signal energy is smaller than the noise energy the Universal threshold is used, otherwise the tighter Sure threshold is used.
The Sure threshold is based on the 1994 paper "Adapting to Unknown Smoothness via Wavelet Shrinkage." by D. Donoho & I. Johnstone.
See Also