Stein COnsistent Risk Estimator (SCORE) for hard thresholding
| hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
| dc.contributor.author | DELEDALLE, Charles-Alban | |
| 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. | |
| dc.date.accessioned | 2024-04-04T03:18:33Z | |
| dc.date.available | 2024-04-04T03:18:33Z | |
| dc.date.created | 2013-01-15 | |
| dc.date.conference | 2013-07-08 | |
| dc.identifier.uri | https://oskar-bordeaux.fr/handle/20.500.12278/194417 | |
| dc.description.abstractEn | 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. | |
| dc.language.iso | en | |
| dc.subject.en | hard thresholding | |
| dc.subject.en | sparsity | |
| dc.subject.en | risk estimation | |
| dc.subject.en | threshold selection | |
| dc.title.en | Stein COnsistent Risk Estimator (SCORE) for hard thresholding | |
| dc.type | Communication dans un congrès | |
| dc.subject.hal | Informatique [cs]/Traitement des images | |
| dc.subject.hal | Statistiques [stat]/Applications [stat.AP] | |
| dc.subject.hal | Sciences de l'ingénieur [physics]/Traitement du signal et de l'image | |
| dc.subject.hal | Informatique [cs]/Traitement du signal et de l'image | |
| dc.subject.hal | Mathématiques [math]/Statistiques [math.ST] | |
| dc.subject.hal | Statistiques [stat]/Théorie [stat.TH] | |
| dc.identifier.arxiv | 1301.5874 | |
| 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 | Signal Processing with Adaptive Sparse Structured Representations. | |
| bordeaux.country | CH | |
| bordeaux.conference.city | Lausanne | |
| bordeaux.peerReviewed | oui | |
| hal.identifier | hal-00776303 | |
| hal.version | 1 | |
| hal.invited | non | |
| hal.proceedings | non | |
| hal.conference.end | 2013-07-11 | |
| hal.popular | non | |
| hal.audience | Internationale | |
| hal.origin.link | https://hal.archives-ouvertes.fr//hal-00776303v1 | |
| bordeaux.COinS | ctx_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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