| Publication | Date of Publication | Type |
|---|
Meta representation learning with contextual linear bandits
Statistical Science | 2025-10-29 | Paper |
| Robust covariance estimation with missing values and cell-wise contamination | 2023-06-01 | Paper |
Sliding window strategy for convolutional spike sorting with Lasso. Algorithm, theoretical guarantees and complexity
Acta Applicandae Mathematicae | 2022-06-17 | Paper |
Adaptive sup-norm estimation of the Wigner function in noisy quantum homodyne tomography
The Annals of Statistics | 2018-06-29 | Paper |
Adaptive sup-norm estimation of the Wigner function in noisy quantum homodyne tomography
The Annals of Statistics | 2018-06-29 | Paper |
Robust matrix completion
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2018-02-05 | Paper |
New asymptotic results in principal component analysis
Sankhyā. Series A | 2018-01-05 | Paper |
Normal approximation and concentration of spectral projectors of sample covariance
The Annals of Statistics | 2017-05-02 | Paper |
Normal approximation and concentration of spectral projectors of sample covariance
The Annals of Statistics | 2017-05-02 | Paper |
Concentration inequalities and moment bounds for sample covariance operators
Bernoulli | 2017-01-11 | Paper |
Concentration inequalities and moment bounds for sample covariance operators
Bernoulli | 2017-01-11 | Paper |
Asymptotics and concentration bounds for bilinear forms of spectral projectors of sample covariance
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2017-01-11 | Paper |
Estimation of low-rank covariance function
Stochastic Processes and their Applications | 2016-11-02 | Paper |
New asymptotic results in principal component analysis
(available as arXiv preprint) | 2016-01-07 | Paper |
High-dimensional covariance matrix estimation with missing observations
Bernoulli | 2014-08-08 | Paper |
High-dimensional covariance matrix estimation with missing observations
Bernoulli | 2014-08-08 | Paper |
Estimation and variable selection with exponential weights
Electronic Journal of Statistics | 2014-04-24 | Paper |
Estimation and variable selection with exponential weights
Electronic Journal of Statistics | 2014-04-24 | Paper |
Sparse principal component analysis with missing observations
Progress in Probability | 2013-07-18 | Paper |
PAC-Bayesian bounds for sparse regression estimation with exponential weights
Electronic Journal of Statistics | 2013-05-28 | Paper |
PAC-Bayesian bounds for sparse regression estimation with exponential weights
Electronic Journal of Statistics | 2013-05-28 | Paper |
Nuclear-norm penalization and optimal rates for noisy low-rank matrix completion
The Annals of Statistics | 2012-02-21 | Paper |
Oracle inequalities and optimal inference under group sparsity
The Annals of Statistics | 2011-12-08 | Paper |
| Optimal spectral norm rates for noisy low-rank matrix completion | 2011-10-24 | Paper |
Global uniform risk bounds for wavelet deconvolution estimators
The Annals of Statistics | 2011-04-05 | Paper |
Generalized mirror averaging and D-convex aggregation
Mathematical Methods of Statistics | 2009-10-13 | Paper |
| High-dimensional stochastic optimization with the generalized Dantzig estimator | 2008-11-14 | Paper |
Sup-norm convergence rate and sign concentration property of Lasso and Dantzig estimators
Electronic Journal of Statistics | 2008-05-14 | Paper |
