3 papers
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…