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dc.contributor.authorVaiter, Samuel
HAL ID: 1995
ORCID: 0000-0002-4077-708X
dc.contributor.authorPeyré, Gabriel
HAL ID: 1211
dc.contributor.authorFadili, Jalal
HAL ID: 15510
dc.contributor.authorDeledalle, Charles-Alban
dc.contributor.authorDossal, Charles
dc.date.accessioned2013-01-10T09:45:39Z
dc.date.available2013-01-10T09:45:39Z
dc.date.issued2013
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/10812
dc.language.isoenen
dc.subjectGroup Lasso
dc.subjectSparsity
dc.subjectModel selection criteria
dc.subjectDegrees of freedom
dc.subject.ddc003en
dc.titleThe degrees of freedom of the Group Lasso for a General Design
dc.typeCommunication / Conférence
dc.contributor.editoruniversityotherInstitut de Mathématiques de Bordeaux (IMB) http://www.math.u-bordeaux.fr/IMB/ CNRS : UMR5251 – Université Sciences et Technologies - Bordeaux I – Université Victor Segalen - Bordeaux II;France
dc.contributor.editoruniversityotherGroupe de Recherche en Informatique, Image, Automatique et Instrumentation de Caen (GREYC) http://www.greyc.unicaen.fr/ CNRS : UMR6072 – Université de Caen Basse-Normandie – Ecole Nationale Supérieure d'Ingénieurs de Caen;France
dc.description.abstractenIn this paper, we are concerned with regression problems where covariates can be grouped in nonoverlapping blocks, from which a few are active. In such a situation, the group Lasso is an attractive method for variable selection since it promotes sparsity of the groups. We study the sensitivity of any group Lasso solution to the observations and provide its precise local parameterization. When the noise is Gaussian, this allows us to derive an unbiased estimator of the degrees of freedom of the group Lasso. This result holds true for any fixed design, no matter whether it is under- or overdetermined. Our results specialize to those of [1], [2] for blocks of size one, i.e. l1 norm. These results allow objective choice of the regularisation parameter through e.g. the SURE.
dc.publisher.cityParisen
dc.identifier.urlsitehttps://hal.archives-ouvertes.fr/hal-00926929
dc.subject.ddclabelRecherche opérationnelleen
dc.relation.conftitleSPARS'13
dc.relation.confdate2013-07
dc.relation.confcityLausanne
dc.relation.confcountrySWITZERLAND
dc.description.submittednonen
dc.description.ssrncandidatenon
dc.description.halcandidateoui
dc.description.readershiprecherche
dc.description.audienceInternational
dc.date.updated2020-10-10T15:16:28Z


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