Azzouz Dermoune

most citedOscillation of adaptative Metropolis-Hasting and simulated annealing algorithms around penalized least squares estimator

2 citations · 2 across the 4 of their papers we have counts for

collaborators

Showing math.STShow all

3 papers · 1 filter

math.ST2014

Strong noise estimation in cubic splines

Azzouz Dermoune, Aziz El Kaabouchi

The data $(y_{i}, x_{i}) \in$ $R \times [a, b]$ , $i = 1, \dots, n$ satisfy $y_{i} = s (x_{i}) + e_{i}$ where $s$ belongs to the set of cubic splines. The unknown noises $(e_{i})$ are such that $va…

math.ST2014★ 2 cited

Oscillation of adaptative Metropolis-Hasting and simulated annealing algorithms around penalized least squares estimator

Azzouz Dermoune, Daoud Ounaissi, Nadji Rahmania

In this work we study, as the temperature goes to zero, the oscillation of Metropolis-Hasting's algorithm around the Basis Pursuit De-noising solutions. We derive new criteria for…

math.ST2014

Estimation of noisy cubic spline using a natural basis

Azzouz Dermoune, Cristian Preda

We define a new basis of cubic splines such that the coordinates of a natural cubic spline are sparse. We use it to analyse and to extend the classical Schoenberg and Reinsch resul…