research
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04/03/2018
Feature selection in weakly coherent matrices
A problem of paramount importance in both pure (Restricted Invertibility...
research
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04/03/2018
Average performance analysis of the stochastic gradient method for online PCA
This paper studies the complexity of the stochastic gradient algorithm f...
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12/26/2017
Simple models for multivariate regular variations and the Hüsler-Reiss Pareto distribution
We revisit multivariate extreme value theory modeling by emphasizing mul...
research
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06/29/2016