Estimation of Kullback-Leibler losses for noisy recovery problems within the exponential family
Idioma
en
Article de revue
Este ítem está publicado en
Electronic Journal of Statistics. 2017-08-29, vol. 11, n° 2, p. 3141-3164
Shaker Heights, OH : Institute of Mathematical Statistics
Resumen en inglés
We address the question of estimating Kullback-Leibler losses rather than squared losses in recovery problems where the noise is distributed within the exponential family. Inspired by Stein unbiased risk estimator (SURE), ...Leer más >
Palabras clave en inglés
Exponential family
Kullback-Leibler divergence
Model selection
Stein unbiased risk estimator