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The truncated singular value decomposition may be used to find the solution of linear discrete ill-posed problems in conjunction with Tikhonov regularization and requires the estimation of a regularization parameter that balances between…

Numerical Analysis · Mathematics 2022-08-16 Rosemary A. Renaut , Anthony W. Helmstetter , Saeed Vatankhah

1. Parameter inference from distorted measurements is discussed. 2. Smeared measurements are unfolded without explicit regularization. The corresponding results are unbiased and permit to fit parameters and to apply quantitative…

Data Analysis, Statistics and Probability · Physics 2016-07-26 Guenter Zech

We consider adaptive system identification problems with convex constraints and propose a family of regularized Least-Mean-Square (LMS) algorithms. We show that with a properly selected regularization parameter the regularized LMS provably…

Methodology · Statistics 2010-12-24 Yilun Chen , Yuantao Gu , Alfred O. Hero

This paper proposes methods for producing compound selection decisions in a Gaussian sequence model. Given unknown, fixed parameters $\mu_ {1:n}$ and known $\sigma_{1:n}$ with observations $Y_i \sim \textsf{N}(\mu_i, \sigma_i^2)$, the…

Econometrics · Economics 2025-11-18 Jiafeng Chen , Lihua Lei , Timothy Sudijono , Liyang Sun , Tian Xie

Sliced Inverse Regression (SIR) is an effective method for dimension reduction in high-dimensional regression problems. The original method, however, requires the inversion of the predictors covariance matrix. In case of collinearity…

Statistics Theory · Mathematics 2011-04-01 C. Bernard-Michel , L. Gardes , S. Girard

In this paper, we are concerned with regression problems where covariates can be grouped in nonoverlapping blocks, and where only a few of them are assumed to be active. In such a situation, the group Lasso is an at- tractive method for…

Information Theory · Computer Science 2013-01-01 Samuel Vaiter , Charles Deledalle , Gabriel Peyré , Jalal Fadili , Charles Dossal

The proposed smooth blockwise iterative thresholding estimator (SBITE) is a model selection technique defined as a fixed point reached by iterating a likelihood gradient-based thresholding function. The smooth James-Stein thresholding…

Methodology · Statistics 2011-10-06 Sylvain Sardy

There are two major routes to address the ubiquitous family of inverse problems appearing in signal and image processing, such as denoising or deblurring. A first route relies on Bayesian modeling, where prior probabilities are used to…

Statistics Theory · Mathematics 2026-03-24 Rémi Gribonval , Mila Nikolova

Diffusion models have recently gained popularity for accelerated MRI reconstruction due to their high sample quality. They can effectively serve as rich data priors while incorporating the forward model flexibly at inference time, and they…

Image and Video Processing · Electrical Eng. & Systems 2023-10-20 Batu Ozturkler , Chao Liu , Benjamin Eckart , Morteza Mardani , Jiaming Song , Jan Kautz

Inspired by ideas taken from the machine learning literature, new regularization techniques have been recently introduced in linear system identification. In particular, all the adopted estimators solve a regularized least squares problem,…

Systems and Control · Computer Science 2015-07-03 Gianluigi Pillonetto , Tianshi Chen , Alessandro Chiuso , Giuseppe De Nicolao , Lennart Ljung

Recently, there has been extensive research interest in training deep networks to denoise images without clean reference. However, the representative approaches such as Noise2Noise, Noise2Void, Stein's unbiased risk estimator (SURE), etc.…

Image and Video Processing · Electrical Eng. & Systems 2021-10-28 Kwanyoung Kim , Jong Chul Ye

Our goal is to develop a general strategy to decompose a random variable $X$ into multiple independent random variables, without sacrificing any information about unknown parameters. A recent paper showed that for some well-known natural…

Methodology · Statistics 2025-12-23 Ameer Dharamshi , Anna Neufeld , Keshav Motwani , Lucy L. Gao , Daniela Witten , Jacob Bien

The James-Stein (JS) shrinkage estimator is a biased estimator that captures the mean of Gaussian random vectors.While it has a desirable statistical property of dominance over the maximum likelihood estimator (MLE) in terms of mean squared…

Machine Learning · Computer Science 2020-06-24 Yifei Xing , Rudrasis Chakraborty , Minxuan Duan , Stella Yu

When solving rank-deficient or discrete ill-posed problems by regularization methods, the choice of the regularization parameter is crucial. It is also of interest, the regularization norm used in the selection of the solution. In this…

Numerical Analysis · Mathematics 2024-10-30 Ibrahima Dione

Modern computational models in supervised machine learning are often highly parameterized universal approximators. As such, the value of the parameters is unimportant, and only the out of sample performance is considered. On the other hand…

Computation · Statistics 2021-11-04 Matthew Dixon , Tyler Ward

Regularization is widely used in statistics and machine learning to prevent overfitting and gear solution towards prior information. In general, a regularized estimation problem minimizes the sum of a loss function and a penalty term. The…

Computation · Statistics 2012-01-18 Hua Zhou , Yichao Wu

The density estimation is one of the core problems in statistics. Despite this, existing techniques like maximum likelihood estimation are computationally inefficient due to the intractability of the normalizing constant. For this reason an…

Machine Learning · Computer Science 2021-01-14 Tsimboy Olga , Yermek Kapushev , Evgeny Burnaev , Ivan Oseledets

In this paper, we propose an interpretable denoising method for graph signals using regularization by denoising (RED). RED is a technique developed for image restoration that uses an efficient (and sometimes black-box) denoiser in the…

Signal Processing · Electrical Eng. & Systems 2026-05-27 Hayate Kojima , Hiroshi Higashi , Yuichi Tanaka

We consider quasi-admissibility/inadmissibility of Stein-type shrinkage estimators of the mean of a multivariate normal distribution with covariance matrix an unknown multiple of the identity. Quasi-admissibility/inadmissibility is defined…

Statistics Theory · Mathematics 2016-09-13 Yuzo Maruyama , William E. Strawderman

Nonlocal image representation or group sparsity has attracted considerable interest in various low-level vision tasks and has led to several state-of-the-art image denoising techniques, such as BM3D, LSSC. In the past, convex optimization…

Computer Vision and Pattern Recognition · Computer Science 2017-11-22 Qiong Wang , Xinggan Zhang , Yu Wu , Lan Tang , Zhiyuan Zha