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Stein COnsistent Risk Estimator (SCORE) for hard thresholding

hal.structure.identifierInstitut de Mathématiques de Bordeaux [IMB]
dc.contributor.authorDeledalle, Charles-Alban
hal.structure.identifierCEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
dc.contributor.authorPeyré, Gabriel
HAL ID: 1211
hal.structure.identifierGroupe de Recherche en Informatique, Image et Instrumentation de Caen [GREYC]
dc.contributor.authorFadili, Jalal M.
HAL ID: 15510
dc.date.accessioned2022-01-06T10:25:57Z
dc.date.available2022-01-06T10:25:57Z
dc.date.issued2013
dc.identifier.urihttps://basepub.dauphine.psl.eu/handle/123456789/22406
dc.language.isoenen
dc.subjectrisk estimationen
dc.subjecthard thresholdingen
dc.subjectsparsityen
dc.subjectthreshold selectionen
dc.subject.ddc621.3en
dc.titleStein COnsistent Risk Estimator (SCORE) for hard thresholdingen
dc.typeCommunication / Conférence
dc.description.abstractenIn this work, we construct a risk estimator for hard thresholding which can be used as a basis to solve the difficult task of automatically selecting the threshold. As hard thresholding is not even continuous, Stein's lemma cannot be used to get an unbiased estimator of degrees of freedom, hence of the risk. We prove that under a mild condition, our estimator of the degrees of freedom, although biased, is consistent. Numerical evidence shows that our estimator outperforms another biased risk estimator.en
dc.identifier.urlsitehttps://hal.archives-ouvertes.fr/hal-00776303en
dc.subject.ddclabelTraitement du signalen
dc.relation.conftitleSignal Processing with Adaptive Sparse Structured Representationsen
dc.relation.confdate2013-07
dc.relation.confcityLausanneen
dc.relation.confcountrySwitzerlanden
dc.relation.forthcomingnonen
dc.description.ssrncandidatenon
dc.description.halcandidatenonen
dc.description.readershiprechercheen
dc.description.audienceInternationalen
dc.relation.Isversionofjnlpeerreviewednonen
dc.date.updated2022-01-06T10:21:29Z
hal.author.functionaut
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