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We develop a data-driven optimal shrinkage algorithm for matrix denoising in the presence of high-dimensional noise with a separable covariance structure; that is, the noise is colored and dependent across samples. The algorithm, coined…

Applications · Statistics 2024-05-14 Pei-Chun Su , Hau-Tieng Wu

We study the problem of estimating a rank-1 additive deformation of a Gaussian tensor according to the \emph{maximum-likelihood estimator} (MLE). The analysis is carried out in the sparse setting, where the underlying signal has a support…

Information Theory · Computer Science 2021-01-26 Luca Corinzia , Paolo Penna , Wojciech Szpankowski , Joachim M. Buhmann

Minimum Bayes risk (MBR) decoding outputs the hypothesis with the highest expected utility over the model distribution for some utility function. It has been shown to improve accuracy over beam search in conditional language generation…

Computation and Language · Computer Science 2023-11-28 Julius Cheng , Andreas Vlachos

Using integration by parts on Gaussian space we construct a Stein Unbiased Risk Estimator (SURE) for the drift of Gaussian processes using their local and occupation times. By almost-sure minimization of the SURE risk of shrinkage…

Statistics Theory · Mathematics 2009-02-23 Nicolas Privault , Anthony Réveillac

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…

Computer Vision and Pattern Recognition · Computer Science 2010-03-23 Raja Giryes , Michael Elad , Yonina C Eldar

The min-sum (MS) algorithm is arguably the second most fundamental algorithm in the realm of message passing due to its optimality (for a tree code) with respect to the {\em block error} probability \cite{Wiberg}. There also seems to be a…

Information Theory · Computer Science 2007-07-13 Kapil Bhattad , Vishwambhar Rathi , Ruediger Urbanke

The purpose of this note is to show how the method of maximum entropy in the mean (MEM) may be used to improve parametric estimation when the measurements are corrupted by large level of noise. The method is developed in the context on a…

Machine Learning · Computer Science 2021-08-23 Henryk Gzyl , Enrique ter Horst

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

The use of deep learning has successfully solved several problems in the field of medical imaging. Deep learning has been applied to the CT denoising problem successfully. However, the use of deep learning requires large amounts of data to…

Image and Video Processing · Electrical Eng. & Systems 2022-04-04 Mayank Patwari , Ralf Gutjahr , Rainer Raupach , Andreas Maier

A general approach to provide approximate parameterizations of the "small" scales by the "large" ones, is developed for stochastic partial differential equations driven by linear multiplicative noise. This is accomplished via the concept of…

Analysis of PDEs · Mathematics 2013-10-16 Mickael D. Chekroun , Honghu Liu , Shouhong Wang

We present the derivation of post-processing SNR for Minimum-Mean-Squared-Error (MMSE) receivers with imperfect channel estimates, and show that it is an accurate indicator of the error rate performance of MIMO systems in the presence of…

Performance · Computer Science 2016-11-15 Eren Eraslan , Babak Daneshrad , Chung-Yu Lou

We establish exact asymptotic expressions for the normalized mutual information and minimum mean-square-error (MMSE) of sparse linear regression in the sub-linear sparsity regime. Our result is achieved by a generalization of the adaptive…

Information Theory · Computer Science 2023-04-11 Lan V. Truong

We are motivated by problems that arise in a number of applications such as Online Marketing and explosives detection, where the observations are usually modeled using Poisson statistics. We model each observation as a Poisson random…

Statistics Theory · Mathematics 2016-11-17 D. Motamedvaziri , M. H. Rohban , V. Saligrama

We analyze the symbol error probability (SEP) of $M$-ary pulse amplitude modulation ($M$-PAM) receivers equipped with optimal low-resolution quantizers. We first show that the optimum detector can be reduced to a simple decision rule. Using…

Signal Processing · Electrical Eng. & Systems 2021-08-06 Neil Irwin Bernardo , Jingge Zhu , Jamie Evans

Coherent imaging systems, such as medical ultrasound and synthetic aperture radar (SAR), are subject to corruption from speckle due to sub-resolution scatterers. Since speckle is multiplicative in nature, the constituent image regions…

Image and Video Processing · Electrical Eng. & Systems 2023-11-21 Soumee Guha , Scott T. Acton

Image denoising is a fundamental problem in image processing whose primary objective is to remove the noise while preserving the original image structure. In this work, we proposed a new architecture for image denoising. We have used…

Image and Video Processing · Electrical Eng. & Systems 2019-03-25 Sutanu Bera , Avisek Lahiri , Prabir Kumar Biswas

In this paper, we propose the use of denoising for microphone classification, to enable its usage for several key application domains that involve noisy conditions. We describe the proposed analysis pipeline and the baseline algorithm for…

Audio and Speech Processing · Electrical Eng. & Systems 2022-07-04 L. Cuccovillo , A. Giganti , P. Bestagini , P. Aichroth , S. Tubaro

Denoising has always been theoretically considered as removal of high frequency disturbances having Gaussian distribution. Here we relax this assumption and the method used here is completely different from traditional thresholding schemes.…

Information Theory · Computer Science 2016-01-19 Vibhor Kumar , Jukka Heikkonen

We consider the problem of estimating a low-rank matrix from a noisy observed matrix. Previous work has shown that the optimal method depends crucially on the choice of loss function. In this paper, we use a family of weighted loss…

Statistics Theory · Mathematics 2021-04-08 William Leeb

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