activity
20142021
most citedOscillation of adaptative Metropolis-Hasting and simulated annealing algorithms around penalized least squares estimator

2 citations · 2 across the 5 of their papers we have counts for

collaborators

5 papers

math.ST2021

Bayesian estimation of a competing risk model based on Weibull and exponential distributions under right censored data

Hamida Talhi, Hiba Aiachi, Nadji Rahmania

In this paper we investigate the estimation of the unknown parameters of a competing risk model based on a Weibull distributed decreasing failure rate and an exponentially distribu…

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-ph2015

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…

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…