14 citations · 26 across the 12 of their papers we have counts for
4 papers · 1 filter
Learning with Semi-Definite Programming: new statistical bounds based on fixed point analysis and excess risk curvature
Stéphane Chrétien, Mihai Cucuringu, Guillaume Lecué +1
Many statistical learning problems have recently been shown to be amenable to Semi-Definite Programming (SDP), with community detection and clustering in Gaussian mixture models as…
Small coherence implies the weak Null Space Property
Stéphane Chrétien, Zhen Wai Olivier Ho
In the Compressed Sensing community, it is well known that given a matrix with normalized columns, the Restricted Isometry Property (RIP) imp…
Joint estimation and model order selection for one dimensional ARMA models via convex optimization: a nuclear norm penalization approach
Stéphane Chrétien, Tianwen Wei, Basad Ali Hussain Al-sarray
The problem of estimating ARMA models is computationally interesting due to the nonconcavity of the log-likelihood function. Recent results were based on the convex minimization. J…
Mixture model for designs in high dimensional regression and the LASSO
Mohamed Ibrahim Assoweh, Emmanuel Caron, Stéphane Chrétien
The LASSO is a recent technique for variable selection in the regression model \bean y & = & Xβ+ z, \eean where and is a centered gaussian i.i.d. noise ve…