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The kernel-based regularization method has two core issues: kernel design and hyperparameter estimation. In this paper, we focus on the second issue and study the properties of several hyperparameter estimators including the empirical Bayes…

Systems and Control · Computer Science 2017-07-04 Biqiang Mu , Tianshi Chen , Lennart Ljung

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

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…

Methodology · Statistics 2009-11-13 Yonina C. Eldar

Source imaging based on magnetoencephalography (MEG) and electroencephalography (EEG) allows for the non-invasive analysis of brain activity with high temporal and good spatial resolution. As the bioelectromagnetic inverse problem is…

Applications · Statistics 2016-07-29 Daniel Strohmeier , Yousra Bekhti , Jens Haueisen , Alexandre Gramfort

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…

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

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

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

Source localization using EEG is important in diagnosing various physiological and psychiatric diseases related to the brain. The high temporal resolution of EEG helps medical professionals assess the internal physiology of the brain in a…

Signal Processing · Electrical Eng. & Systems 2022-10-28 Teja Mannepalli , Aurobinda Routray

State-space models are widely employed across various research disciplines to study unobserved dynamics. Conventional estimation techniques, such as Kalman filtering and expectation maximisation, offer valuable insights but incur high…

Computation · Statistics 2023-11-28 Jose M. Sanchez-Bornot , Roberto C. Sotero , Scott Kelso , Damien Coyle

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

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

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

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

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…

Image and Video Processing · Electrical Eng. & Systems 2024-08-31 Reeshad Khan , John Gauch , Ukash Nakarmi

This paper presents a comprehensive analysis of hyperparameter estimation within the empirical Bayes framework (EBF) for sparse learning. By studying the influence of hyperpriors on the solution of EBF, we establish a theoretical connection…

Machine Learning · Statistics 2025-11-11 Zhitao Li , Yiqiu Dong , Xueying Zeng

Magnetoencephalography (MEG) and electroencephalogra-phy (EEG) are non-invasive modalities that measure the weak electromagnetic fields generated by neural activity. Inferring the location of the current sources that generated these…

Machine Learning · Statistics 2019-02-14 Hicham Janati , Thomas Bazeille , Bertrand Thirion , Marco Cuturi , Alexandre Gramfort

Brain source imaging is an important method for noninvasively characterizing brain activity using Electroencephalogram (EEG) or Magnetoencephalography (MEG) recordings. Traditional EEG/MEG Source Imaging (ESI) methods usually assume that…

Applications · Statistics 2019-06-07 Feng Liu , Li Wang , Yifei Lou , Rencang Li , Patrick Purdon

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…

Machine Learning · Statistics 2025-02-12 Julián Tachella , Mike Davies , Laurent Jacques

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
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