• Medientyp: Sonstige Veröffentlichung; Bericht; E-Book
  • Titel: Spatially adaptive estimation via fitted local likelihood techniques
  • Beteiligte: Katkovnik, Vladimir [Verfasser:in]; Spokoiny, Vladimir [Verfasser:in]
  • Erschienen: Weierstrass Institute for Applied Analysis and Stochastics publication server, 2006
  • Sprache: Englisch
  • DOI: https://doi.org/10.20347/WIAS.PREPRINT.1166
  • Schlagwörter: local model selection -- fitted likelihood -- adaptive estimation ; article ; 62G20 ; 62G05
  • Entstehung:
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  • Beschreibung: This paper offers a new technique for spatially adaptive estimation. The local likelihood is exploited for nonparametric modelling of observations and estimated signals. The approach is based on the assumption of a local homogeneity of the signal: for every point there exists a neighborhood in which the signal can be well approximated by a constant. The fitted local likelihood statistics is used for selection of an adaptive size of this neighborhood. The algorithm is developed for quite a general class of observations subject to the exponential distribution. The estimated signal can be uni- and multivariable. We demonstrate a good performance of the new algorithm for Poissonian image denoising and compare of the new method versus the intersection of confidence interval $(ICI) $ technique that also exploits a selection of an adaptive neighborhood for estimation.