6 citations · 14 across the 27 of their papers we have counts for
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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 penalization of the least-squares operator. Uniqueness of the LASSO is an impo…
q-fin.CP2011
Multivariate GARCH estimation via a Bregman-proximal trust-region method
Stéphane Chrétien, Juan-Pablo Ortega
The estimation of multivariate GARCH time series models is a difficult task mainly due to the significant overparameterization exhibited by the problem and usually referred to as t…
math.ST2011
Sparse recovery with unknown variance: a LASSO-type approach
Stéphane Chrétien, Sébastien Darses
We address the issue of estimating the regression vector in the generic -sparse linear model , with , , $z\sim\mathcal N(0,\sg^2 I)$ and $p…