Stein COnsistent Risk Estimator (SCORE) for hard thresholding
Idioma
en
Communication dans un congrès
Este ítem está publicado en
Signal Processing with Adaptive Sparse Structured Representations., 2013-07-08, Lausanne.
Resumen en inglés
In 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 ...Leer más >
In 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.< Leer menos
Palabras clave en inglés
hard thresholding
sparsity
risk estimation
threshold selection
Orígen
Importado de HalCentros de investigación