92 citations · 253 across the 22 of their papers we have counts for
30 papers
Estimation of large covariance matrices via free deconvolution: computational and statistical aspects
Reda Chhaibi, Fabrice Gamboa, Slim Kammoun +1
The estimation of large covariance matrices has a high dimensional bias. Correcting for this bias can be reformulated via the tool of Free Probability Theory as a free deconvolutio…
Harmonic Hierarchies for Polynomial Optimization
Sergio Cristancho, Mauricio Velasco
We introduce novel polyhedral approximation hierarchies for the cone of nonnegative forms on the unit sphere in and for its (dual) cone of moments. We prove computab…
On random walks and switched random walks on homogeneous spaces
Elvira Moreno, Mauricio Velasco
We prove new mixing rate estimates for the random walks on homogeneous spaces determined by a probability distribution on a finite group . We introduce the switched random walk…
Minimum cross-entropy distributions on Wasserstein balls and their applications
Luis Felipe Vargas, Mauricio Velasco
Given a prior probability density on a compact set we characterize the probability distribution on contained in a Wasserstein ball centered in a given…
Moment-SOS hierarchy and exit time of stochastic processes
Didier Henrion, Mauricio Junca, Mauricio Velasco
The moment sum of squares (moment-SOS) hierarchy produces sequences of upper and lower bounds on functionals of the exit time solution of a polynomial stochastic differential equat…
Sums of Squares: A Real Projective Story
Grigoriy Blekherman, Rainer Sinn, Gregory G. Smith +1
The relationship between nonnegative polynomials and sums of squares is one of the central questions in real algebraic geometry. A modern approach is to look at nonnegative polynom…