7 papers
Sign-consistent estimation in a sparse Poisson model
Marina Gomtsyan, Céline Lévy-Leduc, Sarah Ouadah +1
In this work, we consider an estimation method in sparse Poisson models inspired by [1] and provide novel sign consistency results under mild conditions.
Variable selection in sparse multivariate GLARMA models: Application to germination control by environment
M. Gomtsyan, C. Lévy-Leduc, S. Ouadah +3
We propose a novel and efficient iterative two-stage variable selection approach for multivariate sparse GLARMA models, which can be used for modelling multivariate discrete-valued…
Variable selection in sparse GLARMA models
Marina Gomtsyan, Céline Lévy-Leduc, Sarah Ouadah +2
In this paper, we propose a novel and efficient two-stage variable selection approach for sparse GLARMA models, which are pervasive for modeling discrete-valued time series. Our ap…
Variable selection in sparse GLARMA models
M. Gomtsyan, C. Lévy-Leduc, S. Ouadah +1
In this paper, we propose a novel and efficient two-stage variable selection approach for sparse GLARMA models, which are pervasive for modeling discrete-valued time series. Our ap…
Variable selection in sparse high-dimensional GLARMA models
Céline Lévy-Leduc, Sarah Ouadah, Laure Sansonnet
In this paper, we propose a novel variable selection approach in the framework of sparse high-dimensional GLARMA models. It consists in combining the estimation of the autoregressi…
Variable selection in multivariate linear models with high-dimensional covariance matrix estimation
Marie Perrot-Dockès, Céline Lévy-Leduc, Laure Sansonnet +1
In this paper, we propose a novel variable selection approach in the framework of multivariate linear models taking into account the dependence that may exist between the responses…