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20212026
most citedChi-square and normal inference in high-dimensional multi-task regression

2 citations · 4 across the 5 of their papers we have counts for

collaborators

5 papers

math.ST2026

Statistical Inference via T-Posterior Randomised Estimators

Yannick Baraud, Gabriel Romon

Given a statistical model, we propose a novel estimation method that yields randomised estimators for the unknown distribution of an observed random variable. We establish non-asym…

math.ST2023

Convex generalized Fréchet means in a metric tree

Gabriel Romon, Victor-Emmanuel Brunel

We are interested in measures of central tendency for a population on a network, which is modeled by a metric tree. The location parameters that we study are generalized Fréche…

math.ST2022★ 1 cited

Statistical properties of approximate geometric quantiles in infinite-dimensional Banach spaces

Gabriel Romon

Geometric quantiles are location parameters which extend classical univariate quantiles to normed spaces (possibly infinite-dimensional) and which include the geometric median as a…

math.ST2022★ 1 cited

Noise Covariance Estimation in Multi-Task High-dimensional Linear Models

Kai Tan, Gabriel Romon, Pierre C Bellec

This paper studies the multi-task high-dimensional linear regression models where the noise among different tasks is correlated, in the moderately high dimensional regime where sam…

math.ST2021★ 2 cited

Chi-square and normal inference in high-dimensional multi-task regression

Pierre C Bellec, Gabriel Romon

The paper proposes chi-square and normal inference methodologies for the unknown coefficient matrix of size in a Multi-Task (MT) linear model with covariates,…