Benoit Oriol

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Common Coauthors
Coauthor Papers Together
Alexandre Miot 2
Commonly Cited References
Action Title Year Authors # of times referenced
+ PDF Chat Comparison of linear shrinkage estimators of a large covariance matrix in normal and non-normal distributions 2015 Yuki Ikeda
Tatsuya Kubokawa
Muni S. Srivastava
1
+ The Brunn-Minkowski inequality in Gauss space 1975 Christer Borell
1
+ PDF Chat Extremal properties of half-spaces for spherically invariant measures 1978 V. N. Sudakov
Boris Tsirelson
1
+ PDF Chat Residual Life Time at Great Age 1974 A. A. Balkema
Laurens de Haan
1
+ PDF Chat An isoperimetric inequality on the discrete cube, and an elementary proof of the isoperimetric inequality in Gauss space 1997 Sergey G. Bobkov
1
+ PDF Chat A well-conditioned estimator for large-dimensional covariance matrices 2003 Olivier Ledoit
Michael Wolf
1
+ PDF Chat Shrinkage Algorithms for MMSE Covariance Estimation 2010 Yilun Chen
Ami Wiesel
Yonina C. Eldar
Alfred O. Hero
1
+ G2-estimator for the Stieltjes Transform of the Normalized Spectral Function of Covariance Matrices 1995 Vyacheslav L. Girko
1
+ PDF Chat G-analysis of high-dimensional observations 1992 Vyacheslav L. Girko
1
+ Lectures on Lipschitz analysis 2005 Juha Heinonen
1
+ Understanding the exploding gradient problem 2012 Razvan Pascanu
Tomáš Mikolov
Yoshua Bengio
1
+ PDF Chat A theoretical study of Stein's covariance estimator 2016 Bala Rajaratnam
Dario Vincenzi
1
+ Linear shrinkage estimation of large covariance matrices using factor models 2016 Yuki Ikeda
Tatsuya Kubokawa
1
+ High-Dimensional Probability: An Introduction with Applications in Data Science 2018 Roman Vershynin
1
+ PDF Chat Analytical nonlinear shrinkage of large-dimensional covariance matrices 2020 Olivier Ledoit
Michael Wolf
1
+ Nonlinear shrinkage estimation of large-dimensional covariance matrices 2012 Olivier Ledoit
Michael Wolf
1
+ Large Dimensional Analysis and Optimization of Robust Shrinkage Covariance Matrix Estimators 2014 Romain Couillet
Matthew R. McKay
1
+ Copula & Marginal Flows: Disentangling the Marginal from its Joint 2019 Magnus Wiese
Robert Knobloch
Ralf Korn
1
+ PDF Chat Optimal shrinkage for robust covariance matrix estimators in a small sample size setting 2021 Karina Ashurbekova
Antoine Usseglio‐Carleve
Florence Forbes
Sophie Achard
1
+ PDF Chat Nonlinear 3D cosmic web simulation with heavy-tailed generative adversarial networks 2020 Richard M. Feder
Philippe Berger
George Stein
1
+ PDF Chat Optimal estimation of a large-dimensional covariance matrix under Stein’s loss 2018 Olivier Ledoit
Michael Wolf
1
+ Pareto GAN: Extending the Representational Power of GANs to Heavy-Tailed Distributions 2021 Todd Huster
Jérémy E. Cohen
Zinan Lin
Kevin Chan
Charles Kamhoua
Nandi Leslie
Cho‐Yu Jason Chiang
Vyas Sekar
1
+ Estimation of a covariance matrix 1975 C. Stein
1
+ PDF Chat Approximation by superpositions of a sigmoidal function 1992 George Cybenko
1
+ Adversarial vulnerability for any classifier 2018 Alhussein Fawzi
Hamza Fawzi
Omar Fawzi
1
+ Random Matrix Theory Proves that Deep Learning Representations of GAN-data Behave as Gaussian Mixtures 2020 Mohamed El Amine Seddik
Cosme Louart
Mohamed Tamaazousti
Romain Couillet
1