The degrees of freedom of the Lasso for general design matrix

DOI10.5705/ss.2011.281zbMath1433.62193arXiv1111.1162OpenAlexW2963568011MaRDI QIDQ4921678

Maher Kachour, Charles Dossal, Christophe Chesneau, Mohamed Fadili, Gabriel Peyré

Publication date: 13 May 2013

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1111.1162

zbMATH Keywords

model selection criteriaLassodegrees of freedomSURE

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

Related Items (10)

Testing conditional mean through regression model sequence using Yanai's generalized coefficient of determination ⋮ Degrees of freedom for off-the-grid sparse estimation ⋮ The degrees of freedom of partly smooth regularizers ⋮ \( \chi^2\) test for total variation regularization parameter selection ⋮ A variable projection method for large-scale inverse problems with \(\ell^1\) regularization ⋮ Degrees of freedom in lasso problems ⋮ Risk estimators for choosing regularization parameters in ill-posed problems -- properties and limitations ⋮ Low Complexity Regularization of Linear Inverse Problems ⋮ Automated data-driven selection of the hyperparameters for total-variation-based texture segmentation ⋮ Second-order Stein: SURE for SURE and other applications in high-dimensional inference

This page was built for publication: The degrees of freedom of the Lasso for general design matrix