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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…