| Publication | Date of Publication | Type |
|---|
Transductive versions of the LASSO and the Dantzig Selector
(available as arXiv preprint) | N/A | Paper |
Optimistic Estimation of Convergence in Markov Chains with the Average-Mixing Time
(available as arXiv preprint) | N/A | Paper |
Minimax optimality of deep neural networks on dependent data via PAC-Bayes bounds
Electronic Journal of Statistics | 2026-02-06 | Paper |
Corrigendum to: ``Dimension-free bounds for sums of dependent matrices and operators with heavy-tailed distributions''
Electronic Journal of Statistics | 2025-09-26 | Paper |
Variance-aware estimation of kernel mean embedding
Journal of Machine Learning Research (JMLR) | 2025-05-16 | Paper |
Bayes meets Bernstein at the meta level: an analysis of fast rates in meta-learning with PAC-Bayes
Journal of Machine Learning Research (JMLR) | 2025-05-16 | Paper |
Concentration of discrepancy-based approximate Bayesian computation via Rademacher complexity
The Annals of Statistics | 2025-03-11 | Paper |
Universal robust regression via maximum mean discrepancy
Biometrika | 2024-11-13 | Paper |
User-friendly Introduction to PAC-Bayes Bounds
Foundations and Trends® in Machine Learning | 2024-04-09 | Paper |
Dimension-free bounds for sums of dependent matrices and operators with heavy-tailed distributions
Electronic Journal of Statistics | 2024-03-25 | Paper |
Dimension-free bounds for sums of dependent matrices and operators with heavy-tailed distributions
Electronic Journal of Statistics | 2024-03-25 | Paper |
Estimation of Copulas via Maximum Mean Discrepancy
Journal of the American Statistical Association | 2023-10-18 | Paper |
Deviation inequalities for stochastic approximation by averaging
Stochastic Processes and their Applications | 2022-08-29 | Paper |
Tight risk bound for high dimensional time series completion
Electronic Journal of Statistics | 2022-05-11 | Paper |
Tight risk bound for high dimensional time series completion
Electronic Journal of Statistics | 2022-05-11 | Paper |
| MMDCopula | 2022-04-25 | Software |
Estimation of Copulas via Maximum Mean Discrepancy
Journal of the American Statistical Association | 2022-03-31 | Paper |
Finite sample properties of parametric MMD estimation: robustness to misspecification and dependence
Bernoulli | 2022-02-01 | Paper |
Finite sample properties of parametric MMD estimation: robustness to misspecification and dependence
Bernoulli | 2022-02-01 | Paper |
Simultaneous dimension reduction and clustering via the NMF-EM algorithm
Advances in Data Analysis and Classification. ADAC | 2021-06-28 | Paper |
Concentration of tempered posteriors and of their variational approximations
The Annals of Statistics | 2020-08-28 | Paper |
Concentration of tempered posteriors and of their variational approximations
The Annals of Statistics | 2020-08-28 | Paper |
High-dimensional VAR with low-rank transition
Statistics and Computing | 2020-08-27 | Paper |
| Universal Robust Regression via Maximum Mean Discrepancy | 2020-06-01 | Paper |
Exponential inequalities for nonstationary Markov chains
Dependence Modeling | 2020-05-12 | Paper |
Finite sample properties of parametric MMD estimation: robustness to misspecification and dependence
(available as arXiv preprint) | 2019-12-11 | Paper |
Matrix factorization for multivariate time series analysis
Electronic Journal of Statistics | 2019-11-26 | Paper |
Matrix factorization for multivariate time series analysis
Electronic Journal of Statistics | 2019-11-26 | Paper |
Informed sub-sampling MCMC: approximate Bayesian inference for large datasets
Statistics and Computing | 2019-10-18 | Paper |
Estimation bounds and sharp oracle inequalities of regularized procedures with Lipschitz loss functions
The Annals of Statistics | 2019-07-18 | Paper |
Estimation bounds and sharp oracle inequalities of regularized procedures with Lipschitz loss functions
The Annals of Statistics | 2019-07-18 | Paper |
Consistency of variational Bayes inference for estimation and model selection in mixtures
Electronic Journal of Statistics | 2018-09-24 | Paper |
Consistency of variational Bayes inference for estimation and model selection in mixtures
Electronic Journal of Statistics | 2018-09-24 | Paper |
1-bit matrix completion: PAC-Bayesian analysis of a variational approximation
Machine Learning | 2018-06-14 | Paper |
Simpler PAC-Bayesian bounds for hostile data
Machine Learning | 2018-06-14 | Paper |
An oracle inequality for quasi-Bayesian nonnegative matrix factorization
Mathematical Methods of Statistics | 2017-11-17 | Paper |
Pseudo-Bayesian quantum tomography with rank-adaptation
Journal of Statistical Planning and Inference | 2017-02-22 | Paper |
On the properties of variational approximations of Gibbs posteriors
(available as arXiv preprint) | 2017-02-03 | Paper |
| On the properties of variational approximations of Gibbs posteriors | 2017-02-03 | Paper |
Noisy Monte Carlo: convergence of Markov chains with approximate transition kernels
Statistics and Computing | 2016-07-29 | Paper |
Noisy Monte Carlo: convergence of Markov chains with approximate transition kernels
Statistics and Computing | 2016-07-29 | Paper |
A Bayesian approach for noisy matrix completion: optimal rate under general sampling distribution
Electronic Journal of Statistics | 2015-04-21 | Paper |
A Bayesian approach for noisy matrix completion: optimal rate under general sampling distribution
Electronic Journal of Statistics | 2015-04-21 | Paper |
Prediction of time series by statistical learning: general losses and fast rates
Dependence Modeling | 2014-05-21 | Paper |
Sparse single-index model
(available as arXiv preprint) | 2014-04-01 | Paper |
| Sparse single-index model | 2014-04-01 | Paper |
Adaptive estimation of the density matrix in quantum homodyne tomography with noisy data
Inverse Problems | 2013-11-11 | Paper |
Bayesian methods for low-rank matrix estimation: short survey and theoretical study
Lecture Notes in Computer Science | 2013-11-06 | Paper |
PAC-Bayesian estimation and prediction in sparse additive models
Electronic Journal of Statistics | 2013-05-29 | Paper |
PAC-Bayesian estimation and prediction in sparse additive models
Electronic Journal of Statistics | 2013-05-29 | Paper |
PAC-Bayesian bounds for sparse regression estimation with exponential weights
Electronic Journal of Statistics | 2013-05-28 | Paper |
PAC-Bayesian bounds for sparse regression estimation with exponential weights
Electronic Journal of Statistics | 2013-05-28 | Paper |
Sparsity considerations for dependent variables
Electronic Journal of Statistics | 2013-05-28 | Paper |
Sparsity considerations for dependent variables
Electronic Journal of Statistics | 2013-05-28 | Paper |
Lasso, iterative feature selection and the correlation selector: oracle inequalities and numerical performances
Electronic Journal of Statistics | 2013-05-24 | Paper |
Lasso, iterative feature selection and the correlation selector: oracle inequalities and numerical performances
Electronic Journal of Statistics | 2013-05-24 | Paper |
Transductive versions of the Lasso and the Dantzig selector
Journal of Statistical Planning and Inference | 2012-09-04 | Paper |
Model selection for weakly dependent time series forecasting
Bernoulli | 2012-08-09 | Paper |
Model selection for weakly dependent time series forecasting
Bernoulli | 2012-08-09 | Paper |
| Rank penalized estimation of a quantum system | 2012-06-08 | Paper |
| Fast rates in learning with dependent observations | 2012-02-20 | Paper |
Prediction of quantiles by statistical learning and application to GDP forecasting
(available as arXiv preprint) | 2012-02-20 | Paper |
Generalization of constraints for high dimensional regression problems
Statistics & Probability Letters | 2011-11-15 | Paper |
An algorithm for iterative selection of blocks of features
Lecture Notes in Computer Science | 2010-10-01 | Paper |
Density estimation with quadratic loss: a confidence intervals method
ESAIM: Probability and Statistics | 2010-03-15 | Paper |
Density estimation with quadratic loss: a confidence intervals method
ESAIM: Probability and Statistics | 2010-03-15 | Paper |
PAC-Bayesian bounds for randomized empirical risk minimizers
Mathematical Methods of Statistics | 2009-10-13 | Paper |
Iterative feature selection in least square regression estimation
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2009-10-07 | Paper |
Iterative feature selection in least square regression estimation
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2009-10-07 | Paper |
