research
∙
07/19/2023
Pattern Recovery in Penalized and Thresholded Estimation and its Geometry
We consider the framework of penalized estimation where the penalty term...
share
research
∙
07/27/2022
Graphical Gaussian models associated to a homogeneous graph with permutation symmetries
We consider multivariate centered Gaussian models for the random vector ...
research
∙
03/22/2022
Pattern recovery by SLOPE
LASSO and SLOPE are two popular methods for dimensionality reduction in ...
research
∙
02/17/2022
Pattern recovery and signal denoising by SLOPE when the design matrix is orthogonal
Sorted ℓ_1 Penalized Estimator (SLOPE) is a relatively new convex regula...
research
∙
11/12/2020
VARCLUST: clustering variables using dimensionality reduction
VARCLUST algorithm is proposed for clustering variables under the assump...
research
∙
08/10/2020
Wigner and Wishart Ensembles for graphical models
Vinberg cones and the ambient vector spaces are important in modern stat...
research
∙
04/07/2020
Model selection in the space of Gaussian models invariant by symmetry
We consider multivariate centred Gaussian models for the random variable...
research
∙
02/07/2018