activity
20102026
most citedEstimating the transition matrix of a Markov chain observed at random times

16 citations · 69 across the 27 of their papers we have counts for

collaborators
Showing 2019Show all

1 paper · 1 filter

math.ST2019

Multiple Testing and Variable Selection along the path of the Least Angle Regression

J. -M. Azaïs, Y. De Castro

We investigate multiple testing and variable selection using the Least Angle Regression (LARS) algorithm in high dimensions under the assumption of Gaussian noise. LARS is known to…