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math.ST2024
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…
stat.CO2024
Composite likelihood inference for the Poisson log-normal model
Julien Stoehr, Stephane S. Robin
The Poisson log-normal model is a latent variable model that provides a generic framework for the analysis of multivariate count data. Inferring its parameters can be a daunting ta…