The degrees of freedom of partly smooth regularizers
Publication:2409395
DOI10.1007/s10463-016-0563-zzbMath1382.62027arXiv1404.5557MaRDI QIDQ2409395
Samuel Vaiter, Gabriel Peyré, Charles Dossal, Charles-Alban Deledalle, Jalal Fadili
Publication date: 11 October 2017
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1404.5557
manifold; total variation; model selection; sparsity; group Lasso; degrees of freedom; semi-algebraic sets; O-minimal structures; partial smothness
62G08: Nonparametric regression and quantile regression
62H12: Estimation in multivariate analysis
62J07: Ridge regression; shrinkage estimators (Lasso)
62J12: Generalized linear models (logistic models)
90C25: Convex programming
49J52: Nonsmooth analysis
Related Items
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Nonlinear total variation based noise removal algorithms
- Degrees of freedom in lasso problems
- Statistics for high-dimensional data. Methods, theory and applications.
- Consistent group selection in high-dimensional linear regression
- Near-ideal model selection by \(\ell _{1}\) minimization
- On the degrees of freedom in shrinkage estimation
- Estimation of the mean of a multivariate normal distribution
- Improving upon standard estimators in discrete exponential families with applications to Poisson and negative binomial cases
- A natural identity for exponential families with applications in multiparameter estimation
- The mathematics of eigenvalue optimization
- On the degrees of freedom in shape-restricted regression.
- Geometric categories and o-minimal structures
- Honest variable selection in linear and logistic regression models via \(\ell _{1}\) and \(\ell _{1}+\ell _{2}\) penalization
- Self-concordant analysis for logistic regression
- Local behavior of sparse analysis regularization: applications to risk estimation
- Simultaneous analysis of Lasso and Dantzig selector
- The degrees of freedom of partly smooth regularizers
- High-dimensional generalized linear models and the lasso
- On the ``degrees of freedom of the lasso
- High-dimensional graphs and variable selection with the Lasso
- Newton methods for nonsmooth convex minimization: connections among \(\mathcal U\)-Lagrangian, Riemannian Newton and SQP methods
- Exact matrix completion via convex optimization
- Twice Differentiable Spectral Functions
- PhaseLift: Exact and Stable Signal Recovery from Magnitude Measurements via Convex Programming
- Orthogonal Invariance and Identifiability
- Robust principal component analysis?
- Identifiable Surfaces in Constrained Optimization
- Generic Optimality Conditions for Semialgebraic Convex Programs
- Activity Identification and Local Linear Convergence of Douglas–Rachford/ADMM under Partial Smoothness
- Geometrical interpretation of the predictor-corrector type algorithms in structured optimization problems
- Model selection and estimation in the Gaussian graphical model
- Guaranteed Minimum-Rank Solutions of Linear Matrix Equations via Nuclear Norm Minimization
- The Group Lasso for Logistic Regression
- GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems
- How Biased is the Apparent Error Rate of a Prediction Rule?
- Atomic Decomposition by Basis Pursuit
- A new approach to variable selection in least squares problems
- Model Consistency of Partly Smooth Regularizers
- Generalized SURE for Exponential Families: Applications to Regularization
- Unbiased Risk Estimates for Singular Value Thresholding and Spectral Estimators
- Model selection with low complexity priors
- Sparsity and Smoothness Via the Fused Lasso
- The 𝒰-Lagrangian of a convex function
- Active Sets, Nonsmoothness, and Sensitivity
- Equivalent Subgradient Versions of Hamiltonian and Euler–Lagrange Equations in Variational Analysis
- The degrees of freedom of the Lasso for general design matrix
- Stein Unbiased GrAdient estimator of the Risk (SUGAR) for Multiple Parameter Selection
- Generic nondegeneracy in convex optimization
- Uncertainty Principles and Vector Quantization
- Partial Smoothness, Tilt Stability, and Generalized Hessians
- An Extrinsic Look at the Riemannian Hessian
- Model Selection and Estimation in Regression with Grouped Variables
- For most large underdetermined systems of linear equations the minimal 𝓁1‐norm solution is also the sparsest solution
- A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers