Estimation of Kullback-Leibler losses for noisy recovery problems within the exponential family
| hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
| dc.contributor.author | DELEDALLE, Charles-Alban | |
| dc.date.accessioned | 2024-04-04T03:09:22Z | |
| dc.date.available | 2024-04-04T03:09:22Z | |
| dc.date.created | 2015-12-26 | |
| dc.date.issued | 2017-08-29 | |
| dc.identifier.issn | 1935-7524 | |
| dc.identifier.uri | https://oskar-bordeaux.fr/handle/20.500.12278/193598 | |
| dc.description.abstractEn | 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), we exhibit conditions under which these losses can be unbiasedly estimated or estimated with a controlled bias. Simulations on parameter selection problems in applications to image denoising and variable selection with Gamma and Poisson noises illustrate the interest of Kullback-Leibler losses and the proposed estimators. | |
| dc.language.iso | en | |
| dc.publisher | Shaker Heights, OH : Institute of Mathematical Statistics | |
| dc.subject.en | Exponential family | |
| dc.subject.en | Kullback-Leibler divergence | |
| dc.subject.en | Model selection | |
| dc.subject.en | Stein unbiased risk estimator | |
| dc.title.en | Estimation of Kullback-Leibler losses for noisy recovery problems within the exponential family | |
| dc.type | Article de revue | |
| dc.subject.hal | Statistiques [stat]/Applications [stat.AP] | |
| dc.subject.hal | Statistiques [stat]/Méthodologie [stat.ME] | |
| dc.subject.hal | Informatique [cs]/Traitement des images | |
| dc.subject.hal | Statistiques [stat]/Théorie [stat.TH] | |
| dc.identifier.arxiv | 1512.08191 | |
| bordeaux.journal | Electronic Journal of Statistics | |
| bordeaux.page | 3141-3164 | |
| bordeaux.volume | 11 | |
| bordeaux.hal.laboratories | Institut de Mathématiques de Bordeaux (IMB) - UMR 5251 | * |
| bordeaux.issue | 2 | |
| bordeaux.institution | Université de Bordeaux | |
| bordeaux.institution | Bordeaux INP | |
| bordeaux.institution | CNRS | |
| bordeaux.peerReviewed | oui | |
| hal.identifier | hal-01248431 | |
| hal.version | 1 | |
| hal.popular | non | |
| hal.audience | Internationale | |
| hal.origin.link | https://hal.archives-ouvertes.fr//hal-01248431v1 | |
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