Autor: |
Bannier, Pierre-Antoine, Bertrand, Quentin, Salmon, Joseph, Gramfort, Alexandre |
Rok vydání: |
2021 |
Předmět: |
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Druh dokumentu: |
Working Paper |
Popis: |
Estimators based on non-convex sparsity-promoting penalties were shown to yield state-of-the-art solutions to the magneto-/electroencephalography (M/EEG) brain source localization problem. In this paper we tackle the model selection problem of these estimators: we propose to use a proxy of the Stein's Unbiased Risk Estimator (SURE) to automatically select their regularization parameters. The effectiveness of the method is demonstrated on realistic simulations and $30$ subjects from the Cam-CAN dataset. To our knowledge, this is the first time that sparsity promoting estimators are automatically calibrated at such a scale. Results show that the proposed SURE approach outperforms cross-validation strategies and state-of-the-art Bayesian statistics methods both computationally and statistically. |
Databáze: |
arXiv |
Externí odkaz: |
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