115 citations · 307 across the 11 of their papers we have counts for
5 papers · 1 filter
Scalable Computation of Regularized Precision Matrices via Stochastic Optimization
Yves F. Atchadé, Rahul Mazumder, Jie Chen
We consider the problem of computing a positive definite inverse covariance matrix aka precision matrix which optimizes a regularized Gaussian maximum lik…
On the contraction properties of some high-dimensional quasi-posterior distributions
Yves F. Atchadé
We study the contraction properties of a quasi-posterior distribution obtained by combining a quasi-likelihood function and a sparsity inducing prior distribution o…
A Moreau-Yosida approximation scheme for a class of high-dimensional posterior distributions
Yves F. Atchadé
Exact-sparsity inducing prior distributions in Bayesian analysis typically lead to posterior distributions that are very challenging to handle by standard Markov Chain Monte Carlo…
Iterated filtering
Edward L. Ionides, Anindya Bhadra, Yves Atchadé +1
Inference for partially observed Markov process models has been a longstanding methodological challenge with many scientific and engineering applications. Iterated filtering algori…
Discussion of "Equi-energy sampler" by Kou, Zhou and Wong
Yves F. Atchadé, Jun S. Liu
We congratulate Samuel Kou, Qing Zhou and Wing Wong [math.ST/0507080] (referred to subsequently as KZW) for this beautifully written paper, which opens a new direction in Monte Car…