The following pages link to Pierre Alquier (Q110586):
Displaying 35 items.
- Estimation of Copulas via Maximum Mean Discrepancy (Q110589) (← links)
- MMDCopula (Q110590) (← links)
- Model selection for weakly dependent time series forecasting (Q442082) (← links)
- Transductive versions of the Lasso and the Dantzig selector (Q447611) (← links)
- Pseudo-Bayesian quantum tomography with rank-adaptation (Q511674) (← links)
- Generalization of constraints for high dimensional regression problems (Q645414) (← links)
- Iterative feature selection in least square regression estimation (Q731450) (← links)
- PAC-Bayesian bounds for randomized empirical risk minimizers (Q734547) (← links)
- 1-bit matrix completion: PAC-Bayesian analysis of a variational approximation (Q1640399) (← links)
- Simpler PAC-Bayesian bounds for hostile data (Q1640576) (← links)
- An oracle inequality for quasi-Bayesian nonnegative matrix factorization (Q1678528) (← links)
- Consistency of variational Bayes inference for estimation and model selection in mixtures (Q1786584) (← links)
- PAC-Bayesian estimation and prediction in sparse additive models (Q1951111) (← links)
- Lasso, iterative feature selection and the correlation selector: oracle inequalities and numerical performances (Q1951793) (← links)
- PAC-Bayesian bounds for sparse regression estimation with exponential weights (Q1952177) (← links)
- Sparsity considerations for dependent variables (Q1952207) (← links)
- Matrix factorization for multivariate time series analysis (Q2008611) (← links)
- Simultaneous dimension reduction and clustering via the NMF-EM algorithm (Q2036153) (← links)
- Finite sample properties of parametric MMD estimation: robustness to misspecification and dependence (Q2073208) (← links)
- Tight risk bound for high dimensional time series completion (Q2137821) (← links)
- Deviation inequalities for stochastic approximation by averaging (Q2169079) (← links)
- Exponential inequalities for nonstationary Markov chains (Q2178936) (← links)
- High-dimensional VAR with low-rank transition (Q2195856) (← links)
- Concentration of tempered posteriors and of their variational approximations (Q2196229) (← links)
- Estimation bounds and sharp oracle inequalities of regularized procedures with Lipschitz loss functions (Q2313281) (← links)
- Informed sub-sampling MCMC: approximate Bayesian inference for large datasets (Q2329777) (← links)
- A Bayesian approach for noisy matrix completion: optimal rate under general sampling distribution (Q2340879) (← links)
- Noisy Monte Carlo: convergence of Markov chains with approximate transition kernels (Q2631344) (← links)
- Bayesian Methods for Low-Rank Matrix Estimation: Short Survey and Theoretical Study (Q2859226) (← links)
- Adaptive estimation of the density matrix in quantum homodyne tomography with noisy data (Q2861890) (← links)
- On the properties of variational approximations of Gibbs posteriors (Q2958606) (← links)
- Density estimation with quadratic loss: a confidence intervals method (Q5190292) (← links)
- Prediction of time series by statistical learning: general losses and fast rates (Q5417591) (← links)
- Dimension-free bounds for sums of dependent matrices and operators with heavy-tailed distributions (Q6200904) (← links)
- Rank penalized estimation of a quantum system (Q6233541) (← links)