• DocumentCode
    1178915
  • Title

    Lower Limits of Discrete Universal Denoising

  • Author

    Viswanathan, Krishnamurthy ; Ordentlich, Erik

  • Author_Institution
    Hewlett-Packard Labs., Palo Alto, CA
  • Volume
    55
  • Issue
    3
  • fYear
    2009
  • fDate
    3/1/2009 12:00:00 AM
  • Firstpage
    1374
  • Lastpage
    1386
  • Abstract
    In the spirit of results on universal compression, we compare the performance of universal denoisers on discrete memoryless channels to that of the best performance obtained by an omniscient kth-order sliding-window denoiser, namely, one that is tuned to the transmitted noiseless sequence. We show that the additional loss incurred in the worst case by any universal denoiser on a length- n sequence grows at least like Omega(ck/radicn) , where c is a constant depending on the channel parameters and the loss function. This shows that for fixed k the additional loss incurred by the Discrete Universal Denoiser (DUDE) is no larger than a constant multiplicative factor of the best possible. Furthermore, we compare universal denoisers to denoisers that are aware of the distribution of the transmitted noiseless sequence. We show that, even for this weaker target loss, for any universal denoiser there exists some distribution for the noiseless sequence corresponding to a sequence of independent and identically distributed (i.i.d.) random variables whose optimum expected loss is lower than that incurred by the universal denoiser by Omega(1/radicn).
  • Keywords
    memoryless systems; random processes; signal denoising; channel parameter; constant multiplicative factor; discrete memoryless channel; discrete universal denoising; distributed random variable; loss function; lower limit; noiseless sequence; omniscient kth-order sliding-window denoiser; Helium; Information theory; Loss measurement; Memoryless systems; Noise reduction; Pattern recognition; Random variables; Statistical learning; Stochastic resonance; Compound Bayes; denoising; lower bounds; regret; universal;
  • fLanguage
    English
  • Journal_Title
    Information Theory, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9448
  • Type

    jour

  • DOI
    10.1109/TIT.2008.2011429
  • Filename
    4787609