34 citations · 150 across the 18 of their papers we have counts for
3 papers · 1 filter
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…
Variational Inference for Stochastic Block Models from Sampled Data
Timothée Tabouy, Pierre Barbillon, Julien Chiquet
This paper deals with non-observed dyads during the sampling of a network and consecutive issues in the inference of the Stochastic Block Model (SBM). We review sampling designs an…
Variational inference for probabilistic Poisson PCA
Julien Chiquet, Mahendra Mariadassou, Stéphane Robin
Many application domains such as ecology or genomics have to deal with multivariate non Gaussian observations. A typical example is the joint observation of the respective abundanc…