Noise estimation in signal restoration using regularisation

Thomson, A.M., Kay, J.W. and Titterington, D.M. (1991) Noise estimation in signal restoration using regularisation. Biometrika, 78(3), pp. 475-488. (doi: 10.1093/biomet/78.3.475)

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Several estimators of variance are compared in the context of problems where smoothing is incorporated in the estimation of regression functions. Many of the estimators are scaled quadratic forms in the data, and some incorporate steps that try to accommodate substantial nonconstancy in the response function. The estimators are described and an account is provided of an empirical study based on four one-dimensional source functions of varying degrees of irregularity.

Item Type:Articles
Glasgow Author(s) Enlighten ID:Titterington, Professor D and Kay, Dr James
Authors: Thomson, A.M., Kay, J.W., and Titterington, D.M.
College/School:College of Science and Engineering > School of Mathematics and Statistics > Statistics
Journal Name:Biometrika
Publisher:Oxford University Press
ISSN (Online):1464-3510

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