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An automatic and parameter-free information-based method for sparse representation in wavelet bases

Author

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  • Bruni, V.
  • Della Cioppa, L.
  • Vitulano, D.

Abstract

In this article an information-based method for the selection of expansion coefficients of functions in a Hilbert basis is presented. An information-based measure, namely Entropic NID (ENID), is presented; the optimal separation point between more informative coefficients and less informative ones is selected by evaluating the information contribution of two competing sets of expansion coefficients. A consistent numerical scheme is given to approximate ENID and the numerical error is studied. Numerical simulations are provided to test the behaviour of ENID in different wavelet bases, as well as to perform comparative studies.

Suggested Citation

  • Bruni, V. & Della Cioppa, L. & Vitulano, D., 2020. "An automatic and parameter-free information-based method for sparse representation in wavelet bases," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 176(C), pages 73-95.
    • Handle: RePEc:eee:matcom:v:176:y:2020:i:c:p:73-95
    DOI: 10.1016/j.matcom.2019.09.016
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    References listed on IDEAS

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    1. Bruni, V. & Canditiis, D.De & Vitulano, D., 2012. "Time-scale energy based analysis of contours of real-world shapes," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 82(12), pages 2891-2907.
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    Cited by:

    1. Loretta Mastroeni & Alessandro Mazzoccoli & Greta Quaresima & Pierluigi Vellucci, 2021. "Wavelet analysis and energy-based measures for oil-food price relationship as a footprint of financialisation effect," Papers 2104.11891, arXiv.org, revised Mar 2022.
    2. Mastroeni, Loretta & Mazzoccoli, Alessandro & Quaresima, Greta & Vellucci, Pierluigi, 2022. "Wavelet analysis and energy-based measures for oil-food price relationship as a footprint of financialisation effect," Resources Policy, Elsevier, vol. 77(C).

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    1. Loretta Mastroeni & Alessandro Mazzoccoli & Greta Quaresima & Pierluigi Vellucci, 2021. "Wavelet analysis and energy-based measures for oil-food price relationship as a footprint of financialisation effect," Papers 2104.11891, arXiv.org, revised Mar 2022.
    2. Mastroeni, Loretta & Mazzoccoli, Alessandro & Quaresima, Greta & Vellucci, Pierluigi, 2022. "Wavelet analysis and energy-based measures for oil-food price relationship as a footprint of financialisation effect," Resources Policy, Elsevier, vol. 77(C).

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