Minimax description length for signal denoising
Approaches to wavelet-based denoising (or signal enhancement) have generally relied on the assumption of normally distributed perturbations. To relax this assumption, which is often violated in practice, we derive a robust wavelet thresholding technique based on the minimax description length (MMDL) principle. The MMDL approach results in a thresholding scheme that is resistant to heavy-tailed noise.