6 citations · 14 across the 27 of their papers we have counts for
6 papers · 1 filter
A note on computing the Smallest Conic Singular Value
Stephane Chretien
The goal of this note is to study the smallest conic singular value of a matrix from a Lagrangian duality viewpoint and provide an efficient method for its computation.
Multi-kernel unmixing and super-resolution using the Modified Matrix Pencil method
Stéphane Chrétien, Hemant Tyagi
Consider groups of point sources or spike trains, with the group represented by . For a function , let $g_l(t) = g(…
Online shortest paths with confidence intervals for routing in a time varying random network
Stéphane Chrétien, Christophe Guyeux
The increase in the world's population and rising standards of living is leading to an ever-increasing number of vehicles on the roads, and with it ever-increasing difficulties in…
Hedging parameter selection for basis pursuit
Stephane Chretien, Alex Gibberd, Sandipan Roy
In Compressed Sensing and high dimensional estimation, signal recovery often relies on sparsity assumptions and estimation is performed via -penalized least-squares optimiz…
Feature selection in weakly coherent matrices
Stephane Chretien, Zhen-Wai Olivier Ho
A problem of paramount importance in both pure (Restricted Invertibility problem) and applied mathematics (Feature extraction) is the one of selecting a submatrix of a given matrix…
Average performance analysis of the stochastic gradient method for online PCA
Stephane Chretien, Christophe Guyeux, Zhen-Wai Olivier HO
This paper studies the complexity of the stochastic gradient algorithm for PCA when the data are observed in a streaming setting. We also propose an online approach for selecting t…