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Noureddine El Karoui
Tytuł
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Operator norm consistent estimation of large-dimensional sparse covariance matrices
N El Karoui
4562008
Spectrum estimation for large dimensional covariance matrices using random matrix theory
N El Karoui
3402008
Machine learning and portfolio optimization
GY Ban, N El Karoui, AEB Lim
Management Science 64 (3), 1136-1154, 2018
2852018
The spectrum of kernel random matrices
N El Karoui
2672010
Tracy–Widom limit for the largest eigenvalue of a large class of complex sample covariance matrices
N El Karoui
2452007
On robust regression with high-dimensional predictors
N El Karoui, D Bean, PJ Bickel, C Lim, B Yu
Proceedings of the National Academy of Sciences 110 (36), 14557-14562, 2013
2272013
On the impact of predictor geometry on the performance on high-dimensional ridge-regularized generalized robust regression estimators
N El Karoui
Probability Theory and Related Fields 170, 95-175, 2018
1572018
Concentration of measure and spectra of random matrices: Applications to correlation matrices, elliptical distributions and beyond
N El Karoui
1532009
Optimal M-estimation in high-dimensional regression
D Bean, PJ Bickel, N El Karoui, B Yu
Proceedings of the National Academy of Sciences 110 (36), 14563-14568, 2013
1312013
Fairness-aware learning for continuous attributes and treatments
J Mary, C Calauzenes, N El Karoui
International Conference on Machine Learning, 4382-4391, 2019
1232019
Asymptotic behavior of unregularized and ridge-regularized high-dimensional robust regression estimators: rigorous results
NE Karoui
arXiv preprint arXiv:1311.2445, 2013
1232013
High-dimensionality effects in the Markowitz problem and other quadratic programs with linear constraints: Risk underestimation
N El Karoui
1102010
A rate of convergence result for the largest eigenvalue of complex white Wishart matrices
N El Karoui
942006
Can we trust the bootstrap in high-dimensions? The case of linear models
N El Karoui, E Purdom
Journal of Machine Learning Research 19 (5), 1-66, 2018
81*2018
On information plus noise kernel random matrices
N El Karoui
732010
Graph connection Laplacian methods can be made robust to noise
N El Karoui, HT Wu
602016
On the largest eigenvalue of Wishart matrices with identity covariance when n, p and p/n tend to infinity
NE Karoui
arXiv preprint math/0309355, 2003
602003
On the realized risk of high-dimensional Markowitz portfolios
NE Karoui
SIAM Journal on Financial Mathematics 4 (1), 737-783, 2013
562013
Getting more from digital SNP data
NE Karoui, W Zhou, AS Whittemore
Statistics in medicine 25 (18), 3124-3133, 2006
512006
Asymptotics for high dimensional regression M-estimates: fixed design results
L Lei, PJ Bickel, N El Karoui
Probability Theory and Related Fields 172, 983-1079, 2018
472018
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