Alphabeta Math
RemarkRemark: AI-adaptedProof: AI-generatedPipeline-generatedverified 2026-10-22 (gpt-6.1-sol)
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An arbitrary denoiser does not inherit the exact-MMSE objective

Remark

For γ>0, a global proximal selection of an extended-real penalty h:R→R∪{+∞} is a map P:R→R such that, for every z∈R, P(z) is a global minimizer of x↦12∣x−z∣2+γh(x). The potential hσ,γ in the exact-MMSE stationarity result is constructed from the conditional-mean map Dσ. Replacing Dσ in PnP-ISTA by an arbitrary map D~σ does not in general give a global proximal representation or inherit that stationarity conclusion: for every γ>0, the map z↦−z is not a global proximal selection of any such h that is finite somewhere and nowhere −∞. This does not assert that a particular other denoiser has no different objective.

Facts & Assumptions

Given: The exact-MMSE potential construction, the general PnP-ISTA input-map convention, and the global-proximal-selection counterexample claimed in the Remark.

[F1]

Tweedie identity, positive Jacobian, and the MMSE proximal potential: for the exact Gaussian posterior-mean map, the constructed extended-real potential has that map as its unique global proximal minimizer.

[F2]

Plug-and-play ISTA with a denoiser: PnP-ISTA permits a deterministic map D~σ in the denoising step.

[F3]

The Euclidean inner product ⟨x,y⟩=∑k<nxkyk on Rn: on R, the norm is the absolute value and the squared Euclidean distance is the square of the scalar difference.

Verification

Given: A step parameter γ>0 and the global-proximal-selection definition in the Remark.

1.1givenF3algebra

Suppose an extended-real penalty h that is finite somewhere and nowhere −∞ had P(z)=−z as a global minimizer of 12∣x−z∣2+γh(x) for every z. Its objective has a finite competitor for every input, so each claimed global minimizer has finite value. For distinct s,t∈R, compare the minimizer at input s with competitor P(t) and the minimizer at input t with competitor P(s), then add the inequalities. The finite penalty values cancel and expansion gives (P(s)−P(t))(s−t)≥0.

2.1F1F2step 1.1algebra∎

Substituting P(s)−P(t)=−(s−t) into step 1.1 yields −(s−t)2≥0, which is false for s≠t. Thus no such h exists for this map, so the exact-MMSE construction and stationarity result cannot be transferred to an arbitrary denoiser without a separate proof.

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