Stein's unbiased risk estimate

Stein's Unbiased Risk Estimate (SURE) is a statistical tool used to assess how well a method estimates an unknown true value, especially when working with noisy data. It provides an unbiased way to predict the average error (risk) of an estimator without knowing the true value itself. Essentially, SURE helps choose or adjust estimation procedures to minimize expected errors, improving accuracy in tasks like signal processing or image smoothing. It balances fidelity to the data with the smoothing process, guiding optimal tuning of algorithms to achieve the best possible estimates from noisy observations.