📄 adfig12.m
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% adfig12 -- Adapt Figure 12: Simulating the behavior of various threshold rules
%
% Here we compare the behavior of several schemes for threshold
% choice, when the noise is Normal(0,1). Several Different degrees
% of sparsity are studied.
%
% (Panel a) Choice by minimizing pure SURE criterion.
% (Panel b) Choice by fixed sqrt{2 log(n)} criterion.
% (Panel c) Choice by Hybrid of (a) and (b).
% (Panel d) Choice by Hybrid on random half-samples.
%
NProb=1024; M=25;
rand('seed',0);
%
EvalSure
EvalFix
EvalHybrid
EvalRigor
%
ax = [0 .3 0 1];
%clf;
versaplot(221,SureRecords(:,2),SureRecords(:,3).^2,'o',...
'12 (a) SURE Threshold',ax,[]);
xlabel('Epsilon')
ylabel('root MSE')
versaplot(222,FixRecords(:,2),FixRecords(:,3).^2,'.',...
'12 (b) Fixed Threshold',ax,[]);
xlabel('Epsilon')
ylabel('root MSE')
versaplot(223,HybridRecords(:,2),HybridRecords(:,3).^2,'*',...
'12 (c) Hybrid(*) Threshold',ax,[]);
xlabel('Epsilon')
ylabel('root MSE')
versaplot(224,PlusRecords(:,2),PlusRecords(:,3).^2,'+',...
'12 (d) Hybrid(+) Threshold',ax,[]);
xlabel('Epsilon')
ylabel('root MSE')
%% Part of Wavelab Version 850% Built Tue Jan 3 13:20:41 EST 2006% This is Copyrighted Material% For Copying permissions see COPYING.m% Comments? e-mail wavelab@stat.stanford.edu
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