Optimal signal estimation using cross-validation

IEEE Signal Processing Letters

Volumn 4, Issue 1, 1997, Pages 23-25

  Nowak, Robert D ^a  

^a Michigan State University   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ESTIMATION; LEAST SQUARES APPROXIMATIONS; OPTIMIZATION; SPURIOUS SIGNAL NOISE;

BIAS VARIANCE TRADEOFF; CROSS VALIDATION (CV); OPTIMAL NONLINEAR ESTIMATORS; PENALIZED LEAST SQUARES METHOD; PREDICTIVE SUM OF SQUARES (PRESS);

SIGNAL FILTERING AND PREDICTION;

EID: 0030735384     PISSN: 10709908     EISSN: None     Source Type: Journal    
DOI: 10.1109/97.551692     Document Type: Article

References (6)

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2. D. L. Donoho, "De-noising by soft-thresholding," IEEE Trans. Inform. Theory, vol. 41, pp. 613-627, May 1995.
3. N. R. Draper and R. C. Van Nostrand, "Ridge regression and James-Stein estimation: Review and comments," Technometrics, vol. 21, no. 4, Nov. 1979.
4. R. D. Nowak, "Optimal signal estimation using cross-validation," Tech. Rep. ECE-TR-9601, Rice Univ., Houston, TX, Jan. 1996.
5. M. Stone, discussion, J. Roy. Stat. Soc., B-35, pp. 408-409, 1973.
6. A. J. Thorpe and L. L. Scharf, "Data adaptive rank-shaping methods for solving least squares problems," IEEE Trans. Signal Processing, vol. 43, pp. 1591-1601, July 1995.