Estimation of Kullback-Leibler losses for noisy recovery problems within the exponential family

Abstract : 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. We exhibit conditions under which these losses can be unbiasedly estimated or estimated with a controlled bias. Simulations on parameter selection problems in image denoising applications with Gamma and Poisson noises illustrate the interest of Kullback-Leibler losses and the proposed estimators.
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https://hal.archives-ouvertes.fr/hal-01248431
Contributeur : Charles-Alban Deledalle <>
Soumis le : dimanche 15 mai 2016 - 14:32:17
Dernière modification le : mercredi 18 mai 2016 - 01:08:30
Document(s) archivé(s) le : mardi 16 août 2016 - 11:40:41

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  • HAL Id : hal-01248431, version 2
  • ARXIV : 1512.08191

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Charles-Alban Deledalle. Estimation of Kullback-Leibler losses for noisy recovery problems within the exponential family. 2015. <hal-01248431v2>

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