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Articles by
Marie Perrot-Dockès
A Structured Estimator for large Covariance Matrices in the Presence of Pairwise and Spatial Covariates
7 November 2024 by
Martin Metodiev
and
others
Methodology
Easily Computed Marginal Likelihoods from Posterior Simulation Using the THAMES Estimator
15 May 2023 by
Martin Metodiev
and
others
Methodology
Post hoc false discovery proportion inference under a Hidden Markov Model
1 May 2021 by
Marie Perrot-Dockès
and
others
Methodology
Some detection tests for low complexity data models and unknown background distribution
7 December 2020 by
Doumit Mary
and
others
Instrumentation and Methods for Astrophysics
Estimation of large block structured covariance matrices: Application to "multi-omic" approaches to study seed quality
10 April 2019 by
Marie Perrot-Dockès
and
others
Methodology
Variable selection in multivariate linear models with high-dimensional covariance matrix estimation
13 July 2017 by
Marie Perrot-Dockès
and
others
Statistics Theory
A multivariate variable selection approach for analyzing LC-MS metabolomics data
31 March 2017 by
M. Perrot-Dockes
and
others
Applications