3 citations · 3 across the 2 of their papers we have counts for
2 papers
math.ST2021
Coherence of high-dimensional random matrices in a Gaussian case : application of the Chen-Stein method
M Boucher, D Chauveau, M Zani
This paper studies the -coherence of a (n x p)-observation matrix in a Gaussian framework. The -coherence is defined as the largest magnitude outside a diagonal bandwith of s…
math.ST2006★ 3 cited
Selection of a MCMC simulation strategy via an entropy convergence criterion
Didier Chauveau, Pierre Vandekerkhove
In MCMC methods, such as the Metropolis-Hastings (MH) algorithm, the Gibbs sampler, or recent adaptive methods, many different strategies can be proposed, often associated in pract…