Distributional Shrinkage I: Universal Denoisers in Multi-Dimensions
This addresses the challenge of distributional recovery in multi-dimensional denoising for applications where only noise level is known, offering a novel approach with significant accuracy gains.
The paper tackles the problem of denoising from noisy measurements with known noise level but unknown noise distribution, proposing universal denoisers that recover the underlying signal distribution rather than individual realizations. The result is order-of-magnitude improvements over Bayes-optimal denoisers, achieving O(σ^4) and O(σ^6) accuracy in matching moments and densities.
We revisit the problem of denoising from noisy measurements where only the noise level is known, not the noise distribution. In multi-dimensions, independent noise $Z$ corrupts the signal $X$, resulting in the noisy measurement $Y = X + σZ$, where $σ\in (0, 1)$ is a known noise level. Our goal is to recover the underlying signal distribution $P_X$ from denoising $P_Y$. We propose and analyze universal denoisers that are agnostic to a wide range of signal and noise distributions. Our distributional denoisers offer order-of-magnitude improvements over the Bayes-optimal denoiser derived from Tweedie's formula, if the focus is on the entire distribution $P_X$ rather than on individual realizations of $X$. Our denoisers shrink $P_Y$ toward $P_X$ optimally, achieving $O(σ^4)$ and $O(σ^6)$ accuracy in matching generalized moments and density functions. Inspired by optimal transport theory, the proposed denoisers are optimal in approximating the Monge-Ampère equation with higher-order accuracy, and can be implemented efficiently via score matching. Let $q$ represent the density of $P_Y$; for optimal distributional denoising, we recommend replacing the Bayes-optimal denoiser, \[ \mathbf{T}^*(y) = y + σ^2 \nabla \log q(y), \] with denoisers exhibiting less aggressive distributional shrinkage, \[ \mathbf{T}_1(y) = y + \frac{σ^2}{2} \nabla \log q(y), \] \[ \mathbf{T}_2(y) = y + \frac{σ^2}{2} \nabla \log q(y) - \frac{σ^4}{8} \nabla \left( \frac{1}{2} \| \nabla \log q(y) \|^2 + \nabla \cdot \nabla \log q(y) \right) . \]