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Stein COnsistent Risk Estimator (SCORE) for hard thresholding

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اقرأ أكثر حفظ في قائمتي
  • معلومة اضافية
    • Contributors:
      Institut de Mathématiques de Bordeaux (IMB); Université Bordeaux Segalen - Bordeaux 2-Université Sciences et Technologies - Bordeaux 1 (UB)-Université de Bordeaux (UB)-Institut Polytechnique de Bordeaux (Bordeaux INP)-Centre National de la Recherche Scientifique (CNRS); CEntre de REcherches en MAthématiques de la DEcision (CEREMADE); Université Paris Dauphine-PSL; Université Paris Sciences et Lettres (PSL)-Université Paris Sciences et Lettres (PSL)-Centre National de la Recherche Scientifique (CNRS); Equipe Image - Laboratoire GREYC - UMR6072; Groupe de Recherche en Informatique, Image et Instrumentation de Caen (GREYC); Université de Caen Normandie (UNICAEN); Normandie Université (NU)-Normandie Université (NU)-École Nationale Supérieure d'Ingénieurs de Caen (ENSICAEN); Normandie Université (NU)-Centre National de la Recherche Scientifique (CNRS)-Université de Caen Normandie (UNICAEN); Normandie Université (NU)-Centre National de la Recherche Scientifique (CNRS); CPU
    • بيانات النشر:
      HAL CCSD
    • الموضوع:
      2013
    • Collection:
      Université Paris-Dauphine: HAL
    • الموضوع:
      Lausanne; Switzerland
    • نبذة مختصرة :
      International audience ; 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.
    • Relation:
      info:eu-repo/semantics/altIdentifier/arxiv/1301.5874; hal-00776303; https://hal.science/hal-00776303; https://hal.science/hal-00776303v2/document; https://hal.science/hal-00776303v2/file/SPARS-2013-2.pdf; ARXIV: 1301.5874
    • Rights:
      info:eu-repo/semantics/OpenAccess
    • الرقم المعرف:
      edsbas.32AE9E42