The degrees of freedom of the Lasso in underdetermined linear regression models
| hal.structure.identifier | Equipe Electronique - Laboratoire GREYC - UMR6072 | |
| dc.contributor.author | KACHOUR, Maher | |
| hal.structure.identifier | Equipe Image - Laboratoire GREYC - UMR6072 | |
| dc.contributor.author | FADILI, Jalal M. | |
| hal.structure.identifier | Laboratoire de Mathématiques Nicolas Oresme [LMNO] | |
| dc.contributor.author | CHESNEAU, Christophe | |
| hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
| dc.contributor.author | DOSSAL, Charles | |
| hal.structure.identifier | CEntre de REcherches en MAthématiques de la DEcision [CEREMADE] | |
| dc.contributor.author | PEYRÉ, Gabriel | |
| dc.date.accessioned | 2024-04-04T02:26:42Z | |
| dc.date.available | 2024-04-04T02:26:42Z | |
| dc.date.created | 2011-04 | |
| dc.date.issued | 2011-07-27 | |
| dc.date.conference | 2011-07-27 | |
| dc.identifier.uri | https://oskar-bordeaux.fr/handle/20.500.12278/189972 | |
| dc.description.abstractEn | In this paper, we investigate the degrees of freedom (df) of penalized l1 minimization (also known as the Lasso) for an un-derdetermined linear regression model. We show that under a suitable condition on the design matrix, the number of nonzero coefficients of the Lasso solution is an unbiased estimate for the degrees of freedom. An effective estimator of the number of degrees of freedom may have several applications including an objectively guided choice of the regularization parameter in the Lasso through the SURE or GCV frameworks. | |
| dc.description.sponsorship | Adaptivité pour la représentation des images naturelles et des textures - ANR-08-EMER-0009 | |
| dc.language.iso | en | |
| dc.source.title | Proc. SPARS 2011 | |
| dc.subject.en | SURE | |
| dc.subject.en | Lasso | |
| dc.subject.en | degrees of freedom | |
| dc.subject.en | SURE. | |
| dc.title.en | The degrees of freedom of the Lasso in underdetermined linear regression models | |
| dc.type | Communication dans un congrès | |
| dc.subject.hal | Informatique [cs]/Traitement du signal et de l'image | |
| dc.subject.hal | Sciences de l'ingénieur [physics]/Traitement du signal et de l'image | |
| bordeaux.page | 56 | |
| 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 2011 | |
| bordeaux.country | GB | |
| bordeaux.title.proceeding | Proc. SPARS 2011 | |
| bordeaux.conference.city | Edinburgh | |
| bordeaux.peerReviewed | oui | |
| hal.identifier | hal-00625219 | |
| hal.version | 1 | |
| hal.invited | non | |
| hal.proceedings | oui | |
| hal.conference.end | 2011-07-30 | |
| hal.popular | non | |
| hal.audience | Internationale | |
| hal.origin.link | https://hal.archives-ouvertes.fr//hal-00625219v1 | |
| bordeaux.COinS | ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.btitle=Proc.%20SPARS%202011&rft.date=2011-07-27&rft.spage=56&rft.epage=56&rft.au=KACHOUR,%20Maher&FADILI,%20Jalal%20M.&CHESNEAU,%20Christophe&DOSSAL,%20Charles&PEYR%C3%89,%20Gabriel&rft.genre=unknown |
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