activity
20182025
most citedAn extended latent factor framework for ill-posed linear regression

1 citations · 2 across the 6 of their papers we have counts for

collaborators

6 papers

math.ST2025

On identification in ill-posed linear regression

Gianluca Finocchio, Tatyana Krivobokova

A novel framework is introduced to formalize identifiability in well-specified but ill-posed linear regression models. The framework is distribution-free and accommodates highly co…

math.ST2023★ 1 cited

An extended latent factor framework for ill-posed linear regression

Gianluca Finocchio, Tatyana Krivobokova

In many applications, particularly in the natural sciences, the available high-dimensional set of features may contain variables that are not correlated with the response under con…

math.ST2021★ 1 cited

Posterior contraction for deep Gaussian process priors

Gianluca Finocchio, Johannes Schmidt-Hieber

We study posterior contraction rates for a class of deep Gaussian process priors applied to the nonparametric regression problem under a general composition assumption on the regre…

math.ST2021

Robust-to-outliers square-root LASSO, simultaneous inference with a MOM approach

G. Finocchio, A. Derumigny, K. Proksch

We consider the least-squares regression problem with unknown noise variance, where the observed data points are allowed to be corrupted by outliers. Building on the median-of-mean…

math.ST2019

Bayesian variance estimation in the Gaussian sequence model with partial information on the means

Gianluca Finocchio, Johannes Schmidt-Hieber

Consider the Gaussian sequence model under the additional assumption that a fixed fraction of the means is known. We study the problem of variance estimation from a frequentist Bay…

cs.LG2018

SciSports: Learning football kinematics through two-dimensional tracking data

Anatoliy Babic, Harshit Bansal, Gianluca Finocchio +7

SciSports is a Dutch startup company specializing in football analytics. This paper describes a joint research effort with SciSports, during the Study Group Mathematics with Indust…