Alquier, Pierre Guedj, Benjamin
Published in
Machine Learning

PAC-Bayesian learning bounds are of the utmost interest to the learning community. Their role is to connect the generalization ability of an aggregation distribution ρ\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setl...

Guedj, Benjamin Li, Le

When confronted with massive data streams, summarizing data with dimension reduction methods such as PCA raises theoretical and algorithmic pitfalls. Principal curves act as a nonlinear generalization of PCA and the present paper proposes a novel algorithm to automatically and sequentially learn principal curves from data streams. We show that our ...

Brouste, Alexandre Dutang, Christophe Rohmer, Tom

Generalized Linear Models with categorical explanatory variables are considered and parameters of the model are estimated with an original exact maximum likelihood method. The existence of a sequence of maximum likelihood estimators is discussed and considerations on possible link functions are proposed. A focus is then given on two particular posi...

Broto, Baptiste Bachoc, François Depecker, Marine Martinez, Jean-Marc

In this paper, we study sensitivity indices in an additive model and for independent groups of variables. We show in this case that most of the Sobol indices are equal to zero and that Shapley effects can be estimated more efficiently. We then apply this study to Gaussian linear models and we provide an eficient algorithm to compute the theoretical...

Ditlevsen, Susanne Samson, Adeline

The statistical problem of parameter estimation in partially observed hypoelliptic diffusion processes is naturally occurring in many applications. However, due to the noise structure, where the noise components of the different coordinates of the multi-dimensional process operate on different time scales, standard inference tools are ill condition...

Havet, A. Lerasle, M. Moulines, É.
Published in
Mathematical Methods of Statistics

We consider the problem of nonparametric density estimation of a random environment from the observation of a single trajectory of a random walk in this environment. We build several density estimators using the beta-moments of this distribution. Then we apply the Goldenschluger-Lepski method to select an estimator satisfying an oracle type inequal...

Fort, Gersende Ollier, Edouard Samson, Adeline
Published in
Statistics and Computing

Motivated by penalized likelihood maximization in complex models, we study optimization problems where neither the function to optimize nor its gradient has an explicit expression, but its gradient can be approximated by a Monte Carlo technique. We propose a new algorithm based on a stochastic approximation of the proximal-gradient (PG) algorithm. ...

Altieri, Andres Piantanida, Pablo

This paper studies the performance of some state-of-the-art cooperative full-duplex relaying protocols in the context of a large wireless network modelled using stochastic geometry tools. We investigate the outage behaviour for different cooperative schemes, namely, decode-and-forward, noisy-network coding and mixed noisy-network coding, considerin...

Dufour, M. Giorgi, R Fieschi, D Gouvernet, J Gillois, P Piana, P Degoulet, P Fieschi, M.

We describe in this paper, the implementation of a clinical practice guideline focused on breast cancer screening. Our aim in conceiving such a computerized guideline was first to help general practitioners in appreciating the risks their female patients might develop breast cancer and secondly to suggest them the screening measures adapted to each...

Dufour, M. Giorgi, R Fieschi, D Gouvernet, J Gillois, P Piana, P Degoulet, P Fieschi, M.

We describe in this paper, the implementation of a clinical practice guideline focused on breast cancer screening. Our aim in conceiving such a computerized guideline was first to help general practitioners in appreciating the risks their female patients might develop breast cancer and secondly to suggest them the screening measures adapted to each...