# Research

## Regularization on high dimensional covariance matrices

Motivation I remember one lecture about linear models in the University of Costa Rica. He said before to present some classic method “This only works if you have more data than variables”. In this moment, it seems very reasonable and I could not imagine any real case with more variables ($p$) than data ($n$).

## Talento destacado in Ticotal (September 2013)

The monthly section “Talento destacado del mes” from the TICOTAL network (Red de Talento Costarricense en el Extranjero, in Spanish) made me an interview about my experience as Ph.D student in France. I talked about the process at the University of Costa Rica (UCR) to get the international scholarship which is a strange story. Back …

## Equivalences between two Hölder conditions

The other day I was bounding some inequalities for my thesis. I had that some functions were Holder, but I haven’t the explicit derivatives of my functions. I spent one hour or so thinking if I could bound correctly my expression without having the derivatives. The answer is yes, and I will show how. Hölder …

## Paper’s review: Zhu & Fang, 1996. Asymptotics for kernel estimate of sliced inverse regression.

It is already known, that for $latex { Y\in {\mathbb R} }&fg=000000$ and $latex { X \in {\mathbb R}^{p} }&fg=000000$, the regression problem $latex \displaystyle Y = f(\mathbf{X}) + \varepsilon, &fg=000000$ when $latex { p }&fg=000000$ is larger than the data available, it is well-known that the curse of dimensionality problem arises. Richard E. Bellman …

## The return

Photo from Paolo Dala Hola, Hello, Bonjour! It’s good to return to the blogging stream. I’ve been somewhat disconnected these months. A little distracted, with a drought of ideas and a little unmotivated,… I think that it happens, to all of us. At least didn’t happen to me like it did to poor Chuck….

## How to keep yourself easily updated in statistics (or in any subject)

Keeping yourself updated to new theories and discoveries in the scientific world is crucial. Talking with a university’s friend, we agreed that reading recent articles about our interest areas is comparable to read the local newspaper. Sometimes I am a little forgetful and I could pass to check all the news advances in statistics very often. …

## Mathematics book suggestions

A group of colleagues from the Faculty of Mathematics of the University of Costa Rica, are collecting suggestions for modern books in mathematics to buy some for their lectures and research. The list is in http://bit.ly/Ojk2Ou and we will appreciate any recommendation that you could give us in the comments. Thank you.

## Semaine d’Etude “Mathématiques et Entreprise”

Working on the “Elaboration of physics models for road traffic” (http://www.math.univ-toulouse.fr/SEME/) Abstract (in French) La modélisation du trafic routier est un sujet abordé dans de nombreux domaines. L’objectif est de mettre en parallèle deux d’entre eux: la physique et la statistique. La modélisation physique du trafic routier repose sur la loi de conservation des véhicules …

## AuthorAID

Few days ago I signed-up into AuthorAID. This program helps to researchers from developing countries to get experience preparing scientific articles for publication in peer-reviewed journals. You can check my profile at http://www.authoraid.info/author/maikolsolis Moreover, the news section gives useful tips and resources about things related to this preparation.  http://www.authoraid.info/news Let me know in the comments if you …

## JdS 2012: Efficient estimation of conditional covariance matrices for dimension reduction

In the framework of the Journées de Statisque 2012 in Bruxelles, I presented the paper “Efficient estimation of conditional covariance matrices” made under Jean-Michel Loubes and Clement Marteau direction. You could check the program and the slides of the presentation. Today I will present you some ideas about the problem studied and the solution found …