12 citations · 18 across the 4 of their papers we have counts for
7 papers · 1 filter
Chi-square and normal inference in high-dimensional multi-task regression
Pierre C Bellec, Gabriel Romon
The paper proposes chi-square and normal inference methodologies for the unknown coefficient matrix of size in a Multi-Task (MT) linear model with covariates,…
Asymptotic normality of robust -estimators with convex penalty
Pierre C Bellec, Yiwei Shen, Cun-Hui Zhang
This paper develops asymptotic normality results for individual coordinates of robust M-estimators with convex penalty in high-dimensions, where the dimension is at most of the…
First order expansion of convex regularized estimators
Pierre C Bellec, Arun K Kuchibhotla
We consider first order expansions of convex penalized estimators in high-dimensional regression problems with random designs. Our setting includes linear regression and logistic r…
The cost-free nature of optimally tuning Tikhonov regularizers and other ordered smoothers
Pierre C Bellec, Dana Yang
We consider the problem of selecting the best estimator among a family of Tikhonov regularized estimators, or, alternatively, to select a linear combination of these regularizers t…
Concentration of quadratic forms under a Bernstein moment assumption
Pierre C Bellec
A concentration result for quadratic form of independent subgaussian random variables is derived. If the moments of the random variables satisfy a "Bernstein condition", then the v…
Second order Stein: SURE for SURE and other applications in high-dimensional inference
Pierre C Bellec, Cun-Hui Zhang
Stein's formula states that a random variable of the form is mean-zero for functions with integrable gradient. Here, is the diver…