Related papers: SURE shrinkage of Gaussian paths and signal identi…

Shrinkage estimation is a fundamental tool of modern statistics, pioneered by Charles Stein upon his discovery of the famous paradox involving the multivariate Gaussian. A large portion of the subsequent literature only considers the…

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…

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…

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…

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…

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…

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…

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…

Recently, many self-supervised learning methods for image reconstruction have been proposed that can learn from noisy data alone, bypassing the need for ground-truth references. Most existing methods cluster around two classes: i) Stein's…

Stein's unbiased risk estimate (SURE) was proposed by Stein for the independent, identically distributed (iid) Gaussian model in order to derive estimates that dominate least-squares (LS). In recent years, the SURE criterion has been…

Linear inverse problems are very common in signal and image processing. Many algorithms that aim at solving such problems include unknown parameters that need tuning. In this work we focus on optimally selecting such parameters in iterative…

The application of Deep Neural Networks (DNNs) to image denoising has notably challenged traditional denoising methods, particularly within complex noise scenarios prevalent in medical imaging. Despite the effectiveness of traditional and…

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…

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…

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,…

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…

To recover a low rank structure from a noisy matrix, truncated singular value decomposition has been extensively used and studied. Recent studies suggested that the signal can be better estimated by shrinking the singular values. We pursue…

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…

We derive the asymptotic risk function of regularized empirical risk minimization (ERM) estimators tuned by $n$-fold cross-validation (CV). The out-of-sample prediction loss of such estimators converges in distribution to the squared-error…

In this letter, we investigate the shrinkage problem for the non-local means (NLM) image denoising. In particular, we derive the closed-form of the optimal blockwise shrinkage for NLM that minimizes the Stein's unbiased risk estimator…