115 citations · 307 across the 11 of their papers we have counts for
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math.ST2015★ 6 cited
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…
math.ST2015
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…
math.ST2015★ 7 cited
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…