5 papers
Streaming robust covariance estimation and sequential outlier detection
Paul Guillot, Antoine Godichon-Baggioni, Stéphane Robin +1
Robust estimation of the covariance matrix and outlier detection remain major statistical hurdles, particularly in large datasets where the rate of data contamination increases. Th…
Decreasing Entropic Regularization Averaged Gradient for Semi-Discrete Optimal Transport
Ferdinand Genans, Antoine Godichon-Baggioni, François-Xavier Vialard +1
Adding entropic regularization to Optimal Transport (OT) problems has become a standard approach for designing efficient and scalable solvers. However, regularization introduces a…
Stochastic Optimization in Semi-Discrete Optimal Transport: Convergence Analysis and Minimax Rate
Ferdinand Genans, Antoine Godichon-Baggioni, François-Xavier Vialard +1
We investigate the semi-discrete Optimal Transport (OT) problem, where a continuous source measure is transported to a discrete target measure , with particular attention to…
Online and Offline Robust Multivariate Linear Regression
Antoine Godichon-Baggioni, Stephane S. Robin, Laure Sansonnet
We consider the robust estimation of the parameters of multivariate Gaussian linear regression models. To this aim we consider robust version of the usual (Mahalanobis) least-squar…
A robust model-based clustering based on the geometric median and the Median Covariation Matrix
Antoine Godichon-Baggioni, Stéphane Robin
Grouping observations into homogeneous groups is a recurrent task in statistical data analysis. We consider Gaussian Mixture Models, which are the most famous parametric model-base…