A well-known result by Stein (1956) shows that in particular situations, biased estimators can yield better parameter estimates than their generally preferred unbiased counterparts. This letter follows the same spirit, as we will stabilize the unbiased generalization error estimates by regularization and finally obtain more robust model selection criteria for learning. We trade a small bias aga...

This paper presents a servo strategy of Generalized Minimum Variance Control (GMVC) with a two degree of freedom. If GMVC fasts the transient response by tuning the control signal weight of the cost function, a large overshoot remains. This paper introduces the two degree of freedom GMVC. The two degree of freedom function curbs the overshoot, while the satisfactory transient characteristic hol...

This paper is an extension of EbayesThresh (the empirical bayesian thresholding method) under assumption of data with homogeneous standard deviation noises described in Johnstone and Silverman (2004)[1]. We ease this restriction, allowing heterogeneous standard deviation of noises, and provide details in estimating the true effects with posterior estimator, e.g. posterior mean or posterior medi...