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Related papers: Generalized SURE for Exponential Families: Applica…

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Stein's unbiased risk estimate (SURE) gives an unbiased estimate of the $\ell_2$ risk of any estimator of the mean of a Gaussian random vector. We focus here on the case when the estimator minimizes a quadratic loss term plus a convex…

Statistics Theory · Mathematics 2023-10-09 Parth Nobel , Emmanuel Candès , Stephen Boyd

Algorithms to solve variational regularization of ill-posed inverse problems usually involve operators that depend on a collection of continuous parameters. When these operators enjoy some (local) regularity, these parameters can be…

Statistics Theory · Mathematics 2014-08-12 Charles-Alban Deledalle , Samuel Vaiter , Jalal M. Fadili , Gabriel Peyré

We consider the problem of estimating a low-rank signal matrix from noisy measurements under the assumption that the distribution of the data matrix belongs to an exponential family. In this setting, we derive generalized Stein's unbiased…

Statistics Theory · Mathematics 2017-10-03 Jérémie Bigot , Charles Deledalle , Delphine Féral

We address the problem of image denoising in additive white noise without placing restrictive assumptions on its statistical distribution. In the recent literature, specific noise distributions have been considered and correspondingly,…

Computer Vision and Pattern Recognition · Computer Science 2015-01-28 Sagar Venkatesh Gubbi , Chandra Sekhar Seelamantula

Stein's unbiased risk estimator (SURE) has been shown to be an effective metric for determining optimal parameters for many applications. The topic of this article is focused on the use of SURE for determining parameters for blind…

Numerical Analysis · Mathematics 2022-03-01 Toby Sanders

Given a collection of observed signals corrupted with Gaussian noise, how can we learn to optimally denoise them? This fundamental problem arises in both empirical Bayes and generative modeling. In empirical Bayes, the predominant approach…

Statistics Theory · Mathematics 2025-09-25 Sulagna Ghosh , Nikolaos Ignatiadis , Frederic Koehler , Amber Lee

This paper discusses the properties of certain risk estimators recently proposed to choose regularization parameters in ill-posed problems. A simple approach is Stein's unbiased risk estimator (SURE), which estimates the risk in the data…

Among the plethora of techniques devised to curb the prevalence of noise in medical images, deep learning based approaches have shown the most promise. However, one critical limitation of these deep learning based denoisers is the…

Computer Vision and Pattern Recognition · Computer Science 2018-12-03 Fahad Shamshad , Muhammad Awais , Muhammad Asim , Zain ul Aabidin Lodhi , Muhammad Umair , Ali Ahmed

Learning from unlabeled and noisy data is one of the grand challenges of machine learning. As such, it has seen a flurry of research with new ideas proposed continuously. In this work, we revisit a classical idea: Stein's Unbiased Risk…

Machine Learning · Statistics 2020-07-24 Christopher A. Metzler , Ali Mousavi , Reinhard Heckel , Richard G. Baraniuk

Image reconstruction using deep learning algorithms offers improved reconstruction quality and lower reconstruction time than classical compressed sensing and model-based algorithms. Unfortunately, clean and fully sampled ground-truth data…

Computer Vision and Pattern Recognition · Computer Science 2022-12-05 Hemant Kumar Aggarwal , Aniket Pramanik , Maneesh John , Mathews Jacob

Stein's formula states that a random variable of the form $z^\top f(z) - \text{div} f(z)$ is mean-zero for functions $f$ with integrable gradient. Here, $\text{div} f$ is the divergence of the function $f$ and $z$ is a standard normal…

Statistics Theory · Mathematics 2020-02-10 Pierre C Bellec , Cun-Hui Zhang

Penalized Least Squares are widely used in signal and image processing. Yet, it suffers from a major limitation since it requires fine-tuning of the regularization parameters. Under assumptions on the noise probability distribution,…

Machine Learning · Statistics 2020-05-13 Barbara Pascal , Samuel Vaiter , Nelly Pustelnik , Patrice Abry

Recently, Stein's unbiased risk estimator (SURE) has been applied to unsupervised training of deep neural network Gaussian denoisers that outperformed classical non-deep learning based denoisers and yielded comparable performance to those…

Computer Vision and Pattern Recognition · Computer Science 2019-09-09 Magauiya Zhussip , Shakarim Soltanayev , Se Young Chun

Estimators based on non-convex sparsity-promoting penalties were shown to yield state-of-the-art solutions to the magneto-/electroencephalography (M/EEG) brain source localization problem. In this paper we tackle the model selection problem…

Image and Video Processing · Electrical Eng. & Systems 2021-12-24 Pierre-Antoine Bannier , Quentin Bertrand , Joseph Salmon , Alexandre Gramfort

Purpose: Parallel imaging methods in MRI have resulted in faster acquisition times and improved noise performance. ESPIRiT is one such technique that estimates coil sensitivity maps from the auto-calibration region using an eigenvalue-based…

Medical Physics · Physics 2020-06-05 Siddharth Iyer , Frank Ong , Kawin Setsompop , Mariya Doneva , Michael Lustig

In the framework of matrix valued observables with low rank means, Stein's unbiased risk estimate (SURE) can be useful for risk estimation and for tuning the amount of shrinkage towards low rank matrices. This was demonstrated by Cand\`es…

Statistics Theory · Mathematics 2017-09-01 Niels Richard Hansen

Deep learning image reconstruction algorithms often suffer from model mismatches when the acquisition scheme differs significantly from the forward model used during training. We introduce a Generalized Stein's Unbiased Risk Estimate…

Machine Learning · Computer Science 2022-01-02 Hemant Kumar Aggarwal , Mathews Jacob

Unbiased estimators are introduced for averaged Bregman divergences which generalize Stein's Unbiased (Predictive) Risk Estimator, and the minimization of these estimators is proposed as a regularization parameter selection method for…

Numerical Analysis · Mathematics 2021-11-22 Elias S. Helou , Sandra A. Santos , Lucas E. A. Simões

Estimating a low rank matrix from its linear measurements is a problem of central importance in contemporary statistical analysis. The choice of tuning parameters for estimators remains an important challenge from a theoretical and…

Statistics Theory · Mathematics 2019-09-24 Rahul Mazumder , Haolei Weng

Nearly all estimators in statistical prediction come with an associated tuning parameter, in one way or another. Common practice, given data, is to choose the tuning parameter value that minimizes a constructed estimate of the prediction…

Statistics Theory · Mathematics 2017-01-17 Ryan J. Tibshirani , Saharon Rosset
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