4. Statistics
  5. Computation

Stephane Chretien

Statistics – Computation

Scientist

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A Component-wise EM Algorithm for Mixtures

Statistics – Computation
Scientific paper

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An Alternating l1 approach to the compressed sensing problem

Statistics – Methodology
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Invertibility of random submatrices via tail decoupling and a Matrix Chernoff Inequality

Mathematics – Probability
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Kullback Proximal Algorithms for Maximum Likelihood Estimation

Statistics – Computation
Scientific paper

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Multivariate GARCH estimation via a Bregman-proximal trust-region method

Economy – Quantitative Finance – Computational Finance
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