14 citations
- Centre de Mathématiques Appliquées de l'École polytechniqueFR2 papers
- Centre National de la Recherche ScientifiqueFR2 papers
- École PolytechniqueFR2 papers
- Institut national de recherche en sciences et technologies du numériqueFR2 papers
- CELESTE: statistique mathématique et apprentissageFR1 paper
- Centre de Recherche en Économie et StatistiqueFR1 paper
- Centre Inria de SaclayFR1 paper
- École Nationale de la Statistique et de l'Analyse de l'InformationFR1 paper
- ENSAE ParisFR1 paper
- InsermFR1 paper
- Institut de Biologie ValroseFR1 paper
- Institut de Mécanique Céleste et de Calcul des ÉphéméridesFR1 paper
4 papers
R-NL: Covariance Matrix Estimation for Elliptical Distributions based on Nonlinear Shrinkage
Simon Hediger, Jeffrey Näf, Michael Wolf
We combine Tyler's robust estimator of the dispersion matrix with nonlinear shrinkage. This approach delivers a simple and fast estimator of the dispersion matrix in elliptical mod…
Reweighting the RCT for generalization: finite sample error and variable selection
Bénédicte Colnet, Julie Josse, Gaël Varoquaux +1
Randomized Controlled Trials (RCTs) may suffer from limited scope. In particular, samples may be unrepresentative: some RCTs over- or under- sample individuals with certain charact…
Model-based Clustering with Missing Not At Random Data
Aude Sportisse, Matthieu Marbac, Fabien Laporte +4
Model-based unsupervised learning, as any learning task, stalls as soon as missing data occurs. This is even more true when the missing data are informative, or said missing not at…
Causal effect on a target population: a sensitivity analysis to handle missing covariates
Bénédicte Colnet, Julie Josse, Erwan Scornet +1
Randomized Controlled Trials (RCTs) are often considered the gold standard for estimating causal effect, but they may lack external validity when the population eligible to the RCT…