1 citations · 1 across the 2 of their papers we have counts for
2 papers
cs.LG2026
Covariance Shrinkage via Stochastic Interpolation
Mathieu Chalvidal, Florentin Coeurdoux, Eric Vanden-Eijnden
We recast classical shrinkage of high-dimensional covariance estimators as empirical risk minimization over a parametric stochastic interpolant between a source and a target distri…
math.OC2020★ 1 cited
Block Distributed Majorize-Minimize Memory Gradient Algorithm and its application to 3D image restoration
Mathieu Chalvidal, Emilie Chouzenoux
Modern 3D image recovery problems require powerful optimization frameworks to handle high dimensionality while providing reliable numerical solutions in a reasonable time. In this…