Stein COnsistent Risk Estimator (SCORE) for hard thresholding
Language
en
Communication dans un congrès
This item was published in
Signal Processing with Adaptive Sparse Structured Representations., 2013-07-08, Lausanne.
English Abstract
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 ...Read more >
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.Read less <
English Keywords
hard thresholding
sparsity
risk estimation
threshold selection
Origin
Hal imported