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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.structure.identifierEquipe Image - Laboratoire GREYC - UMR6072
dc.contributor.authorFADILI, Jalal M.
dc.date.accessioned2024-04-04T03:18:33Z
dc.date.available2024-04-04T03:18:33Z
dc.date.created2013-01-15
dc.date.conference2013-07-08
dc.identifier.urihttps://oskar-bordeaux.fr/handle/20.500.12278/194417
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.
dc.language.isoen
dc.subject.enhard thresholding
dc.subject.ensparsity
dc.subject.enrisk estimation
dc.subject.enthreshold selection
dc.title.enStein COnsistent Risk Estimator (SCORE) for hard thresholding
dc.typeCommunication dans un congrès
dc.subject.halInformatique [cs]/Traitement des images
dc.subject.halStatistiques [stat]/Applications [stat.AP]
dc.subject.halSciences de l'ingénieur [physics]/Traitement du signal et de l'image
dc.subject.halInformatique [cs]/Traitement du signal et de l'image
dc.subject.halMathématiques [math]/Statistiques [math.ST]
dc.subject.halStatistiques [stat]/Théorie [stat.TH]
dc.identifier.arxiv1301.5874
bordeaux.hal.laboratoriesInstitut de Mathématiques de Bordeaux (IMB) - UMR 5251*
bordeaux.institutionUniversité de Bordeaux
bordeaux.institutionBordeaux INP
bordeaux.institutionCNRS
bordeaux.conference.titleSignal Processing with Adaptive Sparse Structured Representations.
bordeaux.countryCH
bordeaux.conference.cityLausanne
bordeaux.peerReviewedoui
hal.identifierhal-00776303
hal.version1
hal.invitednon
hal.proceedingsnon
hal.conference.end2013-07-11
hal.popularnon
hal.audienceInternationale
hal.origin.linkhttps://hal.archives-ouvertes.fr//hal-00776303v1
bordeaux.COinSctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.au=DELEDALLE,%20Charles-Alban&PEYR%C3%89,%20Gabriel&FADILI,%20Jalal%20M.&rft.genre=unknown


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