The degrees of freedom of the group Lasso for a general design
hal.structure.identifier | CEntre de REcherches en MAthématiques de la DEcision [CEREMADE] | |
dc.contributor.author | VAITER, Samuel | |
hal.structure.identifier | CEntre de REcherches en MAthématiques de la DEcision [CEREMADE] | |
dc.contributor.author | PEYRÉ, Gabriel | |
hal.structure.identifier | Equipe Image - Laboratoire GREYC - UMR6072 | |
dc.contributor.author | FADILI, Jalal M. | |
hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
dc.contributor.author | DELEDALLE, Charles-Alban | |
hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
dc.contributor.author | DOSSAL, Charles | |
dc.date.accessioned | 2024-04-04T02:20:19Z | |
dc.date.available | 2024-04-04T02:20:19Z | |
dc.date.issued | 2013 | |
dc.date.conference | 2013-07 | |
dc.identifier.uri | https://oskar-bordeaux.fr/handle/20.500.12278/189477 | |
dc.description.abstractEn | In this paper, we are concerned with regression problems where covariates can be grouped in nonoverlapping blocks, from which a few are active. In such a situation, the group Lasso is an attractive method for variable selection since it promotes sparsity of the groups. We study the sensitivity of any group Lasso solution to the observations and provide its precise local parameterization. When the noise is Gaussian, this allows us to derive an unbiased estimator of the degrees of freedom of the group Lasso. This result holds true for any fixed design, no matter whether it is under- or overdetermined. Our results specialize to those of [1], [2] for blocks of size one, i.e. l1 norm. These results allow objective choice of the regularisation parameter through e.g. the SURE. | |
dc.language.iso | en | |
dc.source.title | SPARS'13 | |
dc.title.en | The degrees of freedom of the group Lasso for a general design | |
dc.type | Communication dans un congrès | |
dc.subject.hal | Informatique [cs]/Traitement des images | |
bordeaux.page | 1 page | |
bordeaux.hal.laboratories | Institut de Mathématiques de Bordeaux (IMB) - UMR 5251 | * |
bordeaux.institution | Université de Bordeaux | |
bordeaux.institution | Bordeaux INP | |
bordeaux.institution | CNRS | |
bordeaux.conference.title | SPARS'13 | |
bordeaux.country | CH | |
bordeaux.title.proceeding | SPARS'13 | |
bordeaux.conference.city | Lausanne | |
bordeaux.peerReviewed | oui | |
hal.identifier | hal-00926929 | |
hal.version | 1 | |
hal.invited | non | |
hal.proceedings | oui | |
hal.popular | non | |
hal.audience | Internationale | |
hal.origin.link | https://hal.archives-ouvertes.fr//hal-00926929v1 | |
bordeaux.COinS | ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.btitle=SPARS'13&rft.date=2013&rft.spage=1%20page&rft.epage=1%20page&rft.au=VAITER,%20Samuel&PEYR%C3%89,%20Gabriel&FADILI,%20Jalal%20M.&DELEDALLE,%20Charles-Alban&DOSSAL,%20Charles&rft.genre=unknown |
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