249 citations · 348 across the 19 of their papers we have counts for
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stat.ME2014
Optimal Two-Step Prediction in Regression
Didier Chételat, Johannes Lederer, Joseph Salmon
High-dimensional prediction typically comprises two steps: variable selection and subsequent least-squares refitting on the selected variables. However, the standard variable selec…
math.ST2014★ 2 cited
Noise Estimation in the Spiked Covariance Model
Didier Chételat, Martin T. Wells
The problem of estimating a spiked covariance matrix in high dimensions under Frobenius loss, and the parallel problem of estimating the noise in spiked PCA is investigated. We pro…