2 citations · 2 across the 12 of their papers we have counts for
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Multiscale Asymptotic Normality in Quantile Regression: Hilbert Matrices and Polynomial Designs
Saïd Maanan, Azzouz Dermoune, Ahmed El Ghini
This paper investigates the asymptotic properties of quantile regression estimators in linear models, with a particular focus on polynomial regressors and robustness to heavy-taile…
MCMC convergence diagnosis using geometry of Bayesian LASSO
Azzouz Dermoune, Daoud Ounaissi, Nadji Rahmania
Using posterior distribution of Bayesian LASSO we construct a semi-norm on the parameter space. We show that the partition function depends on the ratio of the l1 and l2 norms and…
Strong noise estimation in cubic splines
Azzouz Dermoune, Aziz El Kaabouchi
The data , satisfy where belongs to the set of cubic splines. The unknown noises are such that $va…
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…
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…