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math.ST2018
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…
math.ST2015
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…
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…