2 citations · 2 across the 5 of their papers we have counts for
5 papers
Robust Interpolated Quantile Estimators: Asymptotic Theory and Efficiency
Saïd Maanan, Azzouz Dermoune, Ahmed El Ghini +1
This paper introduces a unified family of interpolated quantile estimators obtained by augmenting the check loss with quadratic, Huber, or Tukey's bisquare regularization. The esti…
Bayesian Lasso : Concentration and MCMC Diagnosis
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 l 1 and l 2 norms an…
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…
The three different regimes in coulombic friction
Azzouz Dermoune, Daoud Ounaissi, Nadji Rahmania
de Gennes identified three regimes in the phenomenon of the Langevin equation wich includes Coulombic friction. Here we extend and precise this phenomenon to a constant external fo…
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…