{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/the-spectral-condition-number-plot-for","title":"The Spectral Condition Number Plot for Regularization Parameter Determination","arxiv_id":"1608.04123","date":"2016-08-14","proceeding":null,"authors":["Carel F. W. Peeters","Mark A. van de Wiel","Wessel N. van Wieringen"],"abstract":"Many modern statistical applications ask for the estimation of a covariance\n(or precision) matrix in settings where the number of variables is larger than\nthe number of observations. There exists a broad class of ridge-type estimators\nthat employs regularization to cope with the subsequent singularity of the\nsample covariance matrix. These estimators depend on a penalty parameter and\nchoosing its value can be hard, in terms of being computationally unfeasible or\ntenable only for a restricted set of ridge-type estimators. Here we introduce a\nsimple graphical tool, the spectral condition number plot, for informed\nheuristic penalty parameter selection. The proposed tool is computationally\nfriendly and can be employed for the full class of ridge-type covariance\n(precision) estimators.","url_abs":"http://arxiv.org/abs/1608.04123v1","url_pdf":"http://arxiv.org/pdf/1608.04123v1.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"the-spectral-condition-number-plot-for","repo_url":"https://github.com/CFWP/rags2ridges","is_official":0,"mentioned_in_paper":0,"mentioned_in_github":1,"framework":"none","reach":null}],"tasks":[{"task_slug":"type","task_name":"Vocal Bursts Type Prediction"}],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":null,"mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}