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dc.contributor.authorPeyré, Gabriel
HAL ID: 1211
dc.contributor.authorDossal, Charles
dc.contributor.authorChesneau, Christophe
HAL ID: 15258
dc.contributor.authorFadili, Jalal
HAL ID: 15510
dc.contributor.authorKachour, Maher
dc.date.accessioned2011-09-26T12:12:33Z
dc.date.available2011-09-26T12:12:33Z
dc.date.issued2011
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/7011
dc.language.isoenen
dc.subjectun-derdetermined linear regression modelen
dc.subjectlasso estimateen
dc.subject.ddc621.3en
dc.titleThe degrees of freedom of the Lasso in underdetermined linear regression modelsen
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.editoruniversityotherLaboratoire de Mathématiques Nicolas Oresme (LMNO) http://www.math.unicaen.fr/lmno/ CNRS : UMR6139 – Université de Caen;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 – Ecole Nationale Supérieure d'Ingénieurs de Caen;France
dc.description.abstractenIn this paper, we investigate the degrees of freedom (df) of penalized `1 minimization (also known as the Lasso) for an un- derdetermined linear regression model. We show that under a suitable condition on the design matrix, the number of nonzero coefficients of the Lasso solution is an unbiased estimate for the degrees of freedom. An effective estimator of the number of degrees of freedom may have several applications including an objectively guided choice of the regularization parameter in the Lasso through the SURE framework. Index Terms—Lasso, degrees of freedom, SURE.en
dc.identifier.citationpages56en
dc.relation.ispartoftitleBook of abstracts of Proceedings of the 4th workshop on SPARSen
dc.relation.ispartofdate2011
dc.relation.ispartofpages131en
dc.identifier.urlsitehttp://hal.archives-ouvertes.fr/hal-00625219/fr/en
dc.description.sponsorshipprivateouien
dc.subject.ddclabelTraitement du signalen
dc.relation.conftitleSPARS 2011en
dc.relation.confdate2011-06
dc.relation.confcityEdinburghen
dc.relation.confcountryRoyaume-Unien


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