Sébastien Darses

activity

20052026

most citedStochastic derivatives for fractional diffusions

10 citations · 23 across the 14 of their papers we have counts for

collaborators

Showing 2011Show all

3 papers · 1 filter

math.ST2011

On the generic uniform uniqueness of the LASSO estimator

Stephane Chretien, Sebastien Darses

The LASSO is a variable subset selection procedure in statistical linear regression based on $ℓ_{1}$ penalization of the least-squares operator. Uniqueness of the LASSO is an impo…

math.PR2011

Invertibility of random submatrices via tail decoupling and a Matrix Chernoff Inequality

Stéphane Chrétien, Sébastien Darses

Let $X$ be a $n \times p$ matrix with coherence $μ (X) = max_{j \neq = j^{'}} ∣ X_{j}^{t} X_{j^{'}} ∣$ . We present a simplified and improved study of the quasi-isometry property for most submatrices…

math.ST2011

Sparse recovery with unknown variance: a LASSO-type approach

Stéphane Chrétien, Sébastien Darses

We address the issue of estimating the regression vector $β$ in the generic $s$ -sparse linear model $y = X β + z$ , with $β \in R^{p}$ , $y \in R^{n}$ , $z\sim\mathcal N(0,\sg^2 I)$ and $p…