Wavelet Thresholds for Matrix-Variate Normal Distribution Under The Reflected Normal Loss, By Hamid Karamikabir

Research

Title	Wavelet Thresholds for Matrix-Variate Normal Distribution Under The Reflected Normal Loss
Type	Presentation
Keywords	Matrix-variate normal distribution, Shrinkage estimation, SURE threshold, Wavelet shrinkage, Reflected normal loss function.
Researchers	Hamid Karamikabir (First researcher) , fatemeh jamhiri (Second researcher) , Mahmoud Afshari (Third researcher)

Abstract

The matrix-variate normal distribution is a probability distribution that is a generalization of the multivariate normal distribution to matrix-valued random variables. In this paper, we introduce a wavelet shrinkage estimator based on Stein’s unbiased risk estimate (SURE) threshold for matrix-variate normal distribution. We find a new SURE threshold for soft thresholding wavelet shrinkage estimator under the reflected normal loss function in low dimensional cases. Also, we obtain the restricted wavelet shrinkage estimator based on non-negative sub matrix of the mean matrix. Finally, we present a simulation study to test the validity of the wavelet shrinkage.