Spatially Adaptive Estimation via Fitted Local Likelihood Techniques

This paper offers a new technique for spatially adaptive estimation. The local likelihood is exploited for nonparametric modeling of observations and estimated signals. The approach is based on the assumption of a local homogeneity of the signal: for every point there exists a neighborhood in which the signal can be well approximated by a constant. The fitted local likelihood statistics are used for selection of an adaptive size and shape of this neighborhood. The algorithm is developed for a quite general class of observations subject to the exponential distribution. The estimated signal can be uni- and multivariable. We demonstrate a good performance of the new algorithm for image denoising and compare the new method versus the intersection of confidence interval (ICI) technique that also exploits a selection of an adaptive neighborhood for estimation.