Karim Lounici

activity

20082026

most citedTaking Advantage of Sparsity in Multi-Task Learning

123 citations · 480 across the 32 of their papers we have counts for

collaborators

Showing 2012 · math.STShow all

3 papers · 2 filters

math.ST2012★ 4 cited

Variable Selection with Exponential Weights and $l_{0}$ -Penalization

Ery Arias-Castro, Karim Lounici

In the context of a linear model with a sparse coefficient vector, exponential weights methods have been shown to be achieve oracle inequalities for prediction. We show that such m…

math.ST2012

Sparse Principal Component Analysis with missing observations

Karim Lounici

In this paper, we study the problem of sparse Principal Component Analysis (PCA) in the high-dimensional setting with missing observations. Our goal is to estimate the first princi…

math.ST2012

High-dimensional covariance matrix estimation with missing observations

Karim Lounici

In this paper, we study the problem of high-dimensional approximately low-rank covariance matrix estimation with missing observations. We propose a simple procedure computationally…

Variable Selection with Exponential Weights and l0​-Penalization

Sparse Principal Component Analysis with missing observations

High-dimensional covariance matrix estimation with missing observations

Variable Selection with Exponential Weights and $l_{0}$ -Penalization