CREST Working Papers Series No. 2017-26
by Alexandre Belloni, Victor Chernozhukov, Abhishek Kaul, Mathieu Rosenbaum and Alexandre B. Tsybakov
Sparse covariance matrix estimation in high-dimensional deconvolution
CREST Working Papers Series No. 2017-25
by Denis Belomestny, Mathias Trabs and Alexandre Tsybakov
Stuctured Matrix Estimation and Completion
CREST Working Papers Series No. 2017-24
by Olga Klopp, Yu Lu, Alexandre Tsybakov and Harrison H. Zhou
Towards the study of least squares Estimators with convex penalty
CREST Working Papers Series No. 2017-23
by Pierre Bellec, Guillaume Lecué and Alexandre Tsybakov
Optimal Kullback-Leibler Aggregation in Mixture Estimation by Maximum Likelihood
CREST Working Papers Series No. 2017-22
by Arnak Dalalyan and Mehdi Sebbar
Further and stronger analogy between sampling and optimization: Langevin Monte Carlo and gradient descent
CREST Working Papers Series No. 2017-21
User-friendly guarantees for the Langevin Monte Carlo with inaccurate gradient
CREST Working Papers Series No. 2017-20
by Arnak Dalalyan and Avetik Karagulyan