2 citations · 3 across the 2 of their papers we have counts for
4 papers
Feature selection in weakly coherent matrices
Stephane Chretien, Zhen-Wai Olivier Ho
A problem of paramount importance in both pure (Restricted Invertibility problem) and applied mathematics (Feature extraction) is the one of selecting a submatrix of a given matrix…
Average performance analysis of the stochastic gradient method for online PCA
Stephane Chretien, Christophe Guyeux, Zhen-Wai Olivier HO
This paper studies the complexity of the stochastic gradient algorithm for PCA when the data are observed in a streaming setting. We also propose an online approach for selecting t…
Simple models for multivariate regular variations and the Hüsler-Reiss Pareto distribution
Zhen Wai Olivier Ho, Clement Dombry
We revisit multivariate extreme value theory modeling by emphasizing multivariate regular variations and the multivariate Breiman Lemma. This allows us to recover in a simple frame…
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…