Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Model selection for high-dimensional data
KTH, School of Electrical Engineering (EES), Information Science and Engineering. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.
KTH, School of Electrical Engineering (EES), Information Science and Engineering. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.ORCID iD: 0000-0002-6855-5868
2016 (English)In: 2016 50th Asilomar Conference on Signals, Systems and Computers, IEEE Computer Society, 2016, p. 606-609, article id 7869114Conference paper, Published paper (Refereed)
Abstract [en]

We investigate the task of model selection for high-dimensional data. For this purpose, we propose an extension to the Bayesian information criterion. Our information criterion is asymptotically consistent either as the number of measurements tends to infinity or as the variance of noise decreases to zero. The numerical results provided support our claim. Additionally, we highlight the link between model selection for high-dimensional data and the choice of hyper-parameter in l(1)-constrained estimators, specifically the LASSO.

Place, publisher, year, edition, pages
IEEE Computer Society, 2016. p. 606-609, article id 7869114
Series
Conference Record - Asilomar Conference on Signals, Systems and Computers, ISSN 1058-6393
National Category
Electrical Engineering, Electronic Engineering, Information Engineering
Identifiers
URN: urn:nbn:se:kth:diva-205306DOI: 10.1109/ACSSC.2016.7869114ISI: 000406057400106Scopus ID: 2-s2.0-85016239454ISBN: 9781538639542 (print)OAI: oai:DiVA.org:kth-205306DiVA, id: diva2:1088405
Conference
50th Asilomar Conference on Signals, Systems and Computers, ACSSC 2016, Asilomar Hotel and Conference GroundsPacific Grove, United States, 6 November 2016 through 9 November 2016
Note

QC 20170420

Available from: 2017-04-12 Created: 2017-04-12 Last updated: 2017-08-25Bibliographically approved

Open Access in DiVA

No full text in DiVA

Other links

Publisher's full textScopus

Search in DiVA

By author/editor
Owrang, ArashJansson, Magnus
By organisation
Information Science and EngineeringACCESS Linnaeus Centre
Electrical Engineering, Electronic Engineering, Information Engineering

Search outside of DiVA

GoogleGoogle Scholar

doi
isbn
urn-nbn

Altmetric score

doi
isbn
urn-nbn
Total: 50 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf