Risk estimators for choosing regularization parameters in ill-posed problems -- properties and limitations
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Cites work
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- A Lepskij-type stopping rule for regularized Newton methods
- A SURE Approach for Digital Signal/Image Deconvolution Problems
- Analysis of Discrete Ill-Posed Problems by Means of the L-Curve
- Asymptotic optimality for \(C_ p\), \(C_ L\), cross-validation and generalized cross-validation: Discrete index set
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- Estimation of the mean of a multivariate normal distribution
- First order algorithms in variational image processing
- From Stein's unbiased risk estimates to the method of generalized cross- validation
- Generalized SURE for Exponential Families: Applications to Regularization
- Image Denoising in Mixed Poisson–Gaussian Noise
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- On SURE estimates in hierarchical models assuming heteroscedasticity for both levels of a two-level normal hierarchical model
- On a Problem of Adaptive Estimation in Gaussian White Noise
- Ordered linear smoothers
- Parameter Estimation for Blind and Non-Blind Deblurring Using Residual Whiteness Measures
- Random Fields and Geometry
- Regularization Parameter Selection for Nonlinear Iterative Image Restoration and MRI Reconstruction Using GCV and SURE-Based Methods
- SURE Estimates for a Heteroscedastic Hierarchical Model
- SURE guided Gaussian mixture image denoising
- Spectral cut-off regularizations for ill-posed linear models
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Cited in
(15)- Risk hull method and regularization by projections of ill-posed inverse problems
- Empirical risk minimization as parameter choice rule for general linear regularization methods
- Early stopping for statistical inverse problems via truncated SVD estimation
- Unbiased predictive risk estimation of the Tikhonov regularization parameter: convergence with increasing rank approximations of the singular value decomposition
- Noise Level Free Regularization of General Linear Inverse Problems under Unconstrained White Noise
- Lower Risk Bounds and Properties of Confidence Sets for Ill-Posed Estimation Problems with Applications to Spectral Density and Persistence Estimation, Unit Roots, and Estimation of Long Memory Parameters
- Semi-discrete Tikhonov regularization in RKHS with large randomly distributed noise
- A probabilistic oracle inequality and quantification of uncertainty of a modified discrepancy principle for statistical inverse problems
- Predictive risk estimation for the expectation maximization algorithm with Poisson data
- Maximum likelihood estimation of regularization parameters in high-dimensional inverse problems: an empirical Bayesian approach. I: Methodology and experiments
- Beyond the Bakushinkii veto: regularising linear inverse problems without knowing the noise distribution
- Convergence of regularization methods with filter functions for a regularization parameter chosen with GSURE and mildly ill-posed inverse problems
- Risk Estimators for Choosing Regularization Parameters in Ill-Posed Problems - Properties and Limitations
- Tomographic reconstruction from Poisson distributed data: a fast and convergent EM-TV dual approach
- A parameter choice rule for Tikhonov regularization based on predictive risk
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