3 papers
math.OC2026
Fast Spawn\&Prune (FS\&P): Global convergence of stochastic conic particle gradient descent via birth/death process
Yohann De Castro, Sébastien Gadat, Clément Marteau
We investigate the global optimization of the objective function arising in continuous sparse regression, specifically the Beurling LASSO (BLASSO), over the space of measures. Whil…
math.ST2024
A non-asymptotic upper bound in prediction for the PLS estimator
Luca Castelli, Irène Gannaz, Clément Marteau
We investigate the theoretical performances of the Partial Least Square (PLS) algorithm in a high dimensional context. We provide upper bounds on the risk in prediction for the sta…
math.ST2023
A non-asymptotic analysis of the single component PLS regression
Luca Castelli, Clément Marteau, Irène Gannaz
This paper investigates some theoretical properties of the Partial Least Square (PLS) method. We focus our attention on the single component case, that provides a useful framework…