This article is cited in 8 papers

Methods of Signal Processing

Reconstruction of Sparse Vectors in White Gaussian Noise

G. K. Golubev


Abstract: We consider the problem of reconstruction of a sparse vector observed against a background of white Gaussian noise. The sparsity is assumed to be unknown. Two approaches to statistical estimation in this case are discussed, namely, the model selection method and threshold estimators. We propose a method of selecting a threshold estimator based on the principle of empirical complexity minimization with minimal conservative penalization.

UDC: 621.391.1:519.2

Received: 05.02.2001

 English version: Problems of Information Transmission, 2002, 38:1, 65–80

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