Related papers: Generalized SURE for Exponential Families: Applica…
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…
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…
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…
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,…
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…
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…
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…
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…
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…
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…
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,…
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…
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…
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…
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…
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…
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…
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…
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…