The Degrees of Freedom of Partly Smooth Regularizers

@article{Vaiter2014TheDO,
  title={The Degrees of Freedom of Partly Smooth Regularizers},
  author={Samuel Vaiter and Charles-Alban Deledalle and Gabriel Peyr{\'e} and Mohamed-Jalal Fadili and Charles Dossal},
  journal={CoRR},
  year={2014},
  volume={abs/1404.5557}
}
In this paper, we are concerned with regularized regression problems where the prior regularizer is a proper lower semicontinuous and convex function which is also partly smooth relative to a Riemannian submanifold. This encompasses as special cases several known penalties such as the Lasso (`-norm), the group Lasso (`−`-norm), the `∞-norm, and the nuclear… CONTINUE READING