Weak Gravitational Lensing provides a unique method to map directly the distribution of dark matter in the universe. The measurement of the distortions that lensing induces in the images of background galaxies, enables a direct measurement of the large-scale structures in the universe. Several methods are used to derive the lensing shear from the shapes of background galaxies. But the shear map obtained is always noisy, and when it is converted into a map of the projected mass $\kappa$, the result is dominated by the noise. We present the weak shear mass reconstruction problem and the methods which have been proposed to reconstruct the mass map. Then we present the Multiscale Entropy method, based on the wavelet transform, and explain why it is a good alternative to standard methods.
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