21 citations · 73 across the 29 of their papers we have counts for
3 papers · 1 filter
Robust Inference for Time Series Models: a Wavelet-based Framework
Stephane Guerrier, Roberto Molinari
We present a new framework for the robust estimation of latent time series models which is fairly general and, for example, covers models going from ARMA to state-space models. Thi…
A Paradigmatic Regression Algorithm for Gene Selection Problems
Stéphane Guerrier, Nabil Mili, Roberto Molinari +3
Motivation: Gene selection has become a common task in most gene expression studies. The objective of such research is often to identify the smallest possible set of genes that can…
A Prediction Divergence Criterion for Model Selection
Stephane Guerrier, Maria-Pia Victoria-Feser
The problem of model selection is inevitable in an increasingly large number of applications involving partial theoretical knowledge and vast amounts of information, like in medici…