• Title/Summary/Keyword: Stein unbiased risk estimator

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SMOOTH SINGULAR VALUE THRESHOLDING ALGORITHM FOR LOW-RANK MATRIX COMPLETION PROBLEM

  • Geunseop Lee
    • Journal of the Korean Mathematical Society
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    • v.61 no.3
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    • pp.427-444
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    • 2024
  • The matrix completion problem is to predict missing entries of a data matrix using the low-rank approximation of the observed entries. Typical approaches to matrix completion problem often rely on thresholding the singular values of the data matrix. However, these approaches have some limitations. In particular, a discontinuity is present near the thresholding value, and the thresholding value must be manually selected. To overcome these difficulties, we propose a shrinkage and thresholding function that smoothly thresholds the singular values to obtain more accurate and robust estimation of the data matrix. Furthermore, the proposed function is differentiable so that the thresholding values can be adaptively calculated during the iterations using Stein unbiased risk estimate. The experimental results demonstrate that the proposed algorithm yields a more accurate estimation with a faster execution than other matrix completion algorithms in image inpainting problems.

SURE-based-Trous Wavelet Filter for Interactive Monte Carlo Rendering (몬테카를로 렌더링을 위한 슈어기반 실시간 에이트러스 웨이블릿 필터)

  • Kim, Soomin;Moon, Bochang;Yoon, Sung-Eui
    • Journal of KIISE
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    • v.43 no.8
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    • pp.835-840
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    • 2016
  • Monte Carlo ray tracing has been widely used for simulating a diverse set of photo-realistic effects. However, this technique typically produces noise when insufficient numbers of samples are used. As the number of samples allocated per pixel is increased, the rendered images converge. However, this approach of generating sufficient numbers of samples, requires prohibitive rendering time. To solve this problem, image filtering can be applied to rendered images, by filtering the noisy image rendered using low sample counts and acquiring smoothed images, instead of naively generating additional rays. In this paper, we proposed a Stein's Unbiased Risk Estimator (SURE) based $\grave{A}$-Trous wavelet to filter the noise in rendered images in a near-interactive rate. Based on SURE, we can estimate filtering errors associated with $\grave{A}$-Trous wavelet, and identify wavelet coefficients reducing filtering errors. Our approach showed improvement, up to 6:1, over the original $\grave{A}$-Trous filter on various regions in the image, while maintaining a minor computational overhead. We have integrated our propsed filtering method with the recent interactive ray tracing system, Embree, and demonstrated its benefits.