Equipe Stats

Malika Kharouf, Tabea Rebafka, Nataliya Sokolovska 
https://hal.archives-ouvertes.fr/hal-01400952
Eigenrange: A Robust Spectral Method for Dimensionality Reduction

Aurélie Fischer, Lucie Montuelle, Mathilde Mougeot, Dominique Picard
https://hal.archives-ouvertes.fr/hal-01373429v1
Real-time wind power forecast

Lucien Birgé (LPMA) et Yannick Baraud
https://arxiv.org/abs/1605.05051
Rho-estimators revisited: General theory and applications

Catherine Matias, Tabea Rebafka, Fanny Villers
https://hal.archives-ouvertes.fr/hal-01245867v2
A semiparametric extension of the stochastic block model for longitudinal networks: Semiparametric estimation in PPSBM

Lucie Montuelle (LPMA), E. Le Pennec
https://hal.archives-ouvertes.fr/hal-01070805v2
PAC-Bayesian aggregation of affine estimators

Sylvain Delattre, Giambattista Giacomin, Eric Luçon
https://arxiv.org/abs/1607.05224
A note on dynamical models on random graphs and Fokker-Planck equations

Nathalie Akakpo
https://hal.archives-ouvertes.fr/hal-01392920
Multivariate Intensity Estimation via Hyperbolic Wavelet Selection

Anna Ben-Hamou (LPMA), Stephane Boucheron (LPMA), Elisabeth Gassiat
https://arxiv.org/abs/1608.08367
Pattern Coding Meets Censoring: (almost) Adaptive Coding on Countable Alphabets

Nicolas Fournier, Sylvain Delattre
http://arXiv:1602.07440
On the Kozachenko-Leonenko entropy estimator

Anna Ben-Hamou (LPMA), Yuval Peres (Microsoft), Justin Salez(LPMA)
http://arxiv.org/abs/1603.06556
Weighted sampling without replacement

Joon Kwon, Vianney Perchet
http://arXiv:1511.08405
Gains and Losses are Fundamentally Different in Regret Minimization: The Sparse Case

Ismaël Castillo
http://arXiv:1509.01900
Discussion of “Frequentist coverage of adaptive nonparametric Bayesian credible sets”

Jonathan Weed, Vianney Perchet (LPMA), Philippe Rigollet
http://arXiv:1511.05720
Online learning in repeated auctions

Lucien Birgé (LPMA), Nelo Magalhães (LPMA, LM-Orsay, SELECT), Pascal Massart (LM-Orsay, SELECT)
http://arxiv.org/abs/1506.04692
A new V-fold type procedure based on robust tests

Sylvain Delattre, Nicolas Fournier
http://arxiv.org/abs/1507.02887
Statistical inference versus mean field limit for Hawkes processes

Gerard Kerkyacharian, Shigeyoshi Ogawa, Pencho Petrushev, Dominique Picard
http://arxiv.org/abs/1508.00822
Regularity of Gaussian Processes on Dirichlet spaces

Vianney Perchet, Philippe Rigollet, Sylvain Chassang, Erik Snowberg
http://arxiv.org/abs/1505.00369
Batched Bandit Problems

Anna Ben-Hamou, Justin Salez
http://arxiv.org/abs/1504.02429
Cutoff for non-backtracking random walks on sparse random graphs

Yannick Baraud, Lucien Birgé (LPMA)
http://arxiv.org/abs/1503.04427
Rates of convergence of rho-estimators for sets of densities satisfying shape constraints

Stéphane Boucheron (LPMA), Maud Thomas (LPMA)
http://arxiv.org/abs/1503.05077
Tail index estimation, concentration and adaptivity

Lucien Birgé (LPMA)
http://arxiv.org/abs/1402.3695
About the non-asymptotic behaviour of Bayes estimators.

Shie Mannor (EE-Technion), Vianney Perchet (LPMA), Gilles Stoltz (GREGH)
http://arxiv.org/abs/1402.2043
Approachability in unknown games: Online learning meets multi-objective optimization

Stephane Boucheron (LPMA), Elisabeth Gassiat (Orsay), Mesrob Ohannessian (Microsoft-INRIA)
http://arxiv.org/abs/1402.6305
About Adaptive Coding on Countable Alphabets: Max-Stable Envelope Classes

Jérôme Dedecker (MAP5), Aurélie Fischer (LPMA), Bertrand Michel (LSTA)
http://fr.arxiv.org/abs/1404.0646
Improved rates for Wasserstein deconvolution with ordinary smooth error in dimension one

Yannick Baraud (Nice), Lucien Birgé (LPMA), Mathieu Sart (Nice)
http://arxiv.org/abs/1403.6057
A new method for estimation and model selection: ρ-estimation

Sylvain Delattre (LPMA), Nicolas Fournier (LPMA), Marc Hoffmann (Dauphine)
http://arxiv.org/abs/1403.5764
High dimensional Hawkes processes

Nathalie Akakpo (LPMA), Fadoua Balabdaoui (Dauphine), Cécile Durot(ModalX)
http://arxiv.org/abs/1403.1699
Testing monotonicity via local least concave majorants

Antoine Dematteo (TSI), Stéphan CLEMENCON (TSI), Nicolas Vayatis (CMLA), Mathilde Mougeot (LPMA)
http://arxiv.org/abs/1312.0020
Sloshing in the LNG shipping industry: risk modelling through multivariate heavy-tail analysis

Ismael Castillo (LPMA), Johannes Schmidt-Hieber (Amsterdam), Aad W. van der Vaart (Amsterdam)
http://arxiv.org/abs/1403.0735
Bayesian linear regression with sparse priors

Emmanuelle Clément, Sylvain Delattre (LPMA), Arnaud Gloter (Evry)
http://arxiv.org/abs/1407.0241
Asymptotic lower bounds in estimating jumps

S. Dekel, G. Kerkyacharian (LPMA), G. Kyriazis, P. Petrushev
http://arxiv.org/abs/1409.0424
A new proof of the atomic decomposition of Hardy spaces

S. Dekel, G. Kerkyacharian (LPMA), G. Kyriazis, P. Petrushev
http://arxiv.org/abs/1409.0419
Hardy spaces associated with non-negative self-adjoint operators

A. Ben-Hamou (LPMA), S. Boucheron (LPMA), M. Ohannessian (INRIA-Microsoft)
http://arxiv.org/abs/1412.8652
Concentration inequalities in the infinite urn scheme for occupancy counts and the missing mass, with applications

Sylvain Delattre (LPMA), Christian Y. Robert, Mathieu Rosenbaum
http://arxiv.org/abs/1301.3114.
Estimating the efficient price from the order flow: a Brownian Cox process approach.

Ismaël Castillo (LPMA) :
http://arxiv.org/abs/1304.1761.
On Bayesian supremum norm contraction rates

Sébastien Bubeck (Princeton), Vianney Perchet (LPMA), Philippe Rigollet (Princeton) :
http://arxiv.org/abs/1302.1611
Bounded regret in stochastic multi-armed bandits

Vianney Perchet (LPMA), Marc Quincampoix (LM) :
http://arxiv.org/abs/1301.3609
On an unified framework for approachability in games with or without signals

Gérard Biau (LSTA, LPMA, DMA, INRIA Paris - Rocquencourt), Aurélie Fischer (LPMA), Benjamin Guedj (LSTA), James Malley (MSCL) :
http://arxiv.org/abs/1303.2236
COBRA: A Nonlinear Aggregation Strategy

Vianney Perchet
http://arxiv.org/abs/1301.2663
Approachability, Regret and Calibration; implications and equivalences

Vianney Perchet
http://arxiv.org/abs/1301.2662
Nash equilibria with partial monitoring; Computation and Lemke-Howson algorithm

Vianney Perchet
http://hal.archives-ouvertes.fr/hal-00773216
A note on robust Nash equilibria in games with uncertainties

Shie Mannor, Vianney Perchet,Gilles Stoltz
http://hal.archives-ouvertes.fr/hal-00772056 A Primal Condition for Approachability with Partial Monitoring

Ismaël Castillo, Judith Rousseau
http://arxiv.org/abs/1305.4482
A General Bernstein–von Mises Theorem in semiparametric models.

Thomas Vareschi
http://arxiv.org/abs/1301.3289
Application of second generation wavelets to blind spherical deconvolution

Thomas Vareschi
http://arxiv.org/abs/1303.7437
Noisy Laplace deconvolution with error in the operator, preprint

Camille Charbonnier, Nicolas Verzelen (MISTEA) Fanny Villers
http://arxiv.org/abs/1308.3568
A Global Homogeneity Test for High-Dimensional Linear Regression, preprint

Ismaël Castillo, Richard Nickl
http://arxiv.org/abs/1310.2484.
On the Bernstein-von Mises phenomenon for nonparametric Bayes procedures.

Sylvain Delattre,Etienne Roquain
http://arxiv.org/abs/1311.4030.
On k-FWE-based critical values for controlling the false discovery proportion under dependence.

Antoine Dematteo (TSI), Stéphan CLEMENCON (TSI), Nicolas Vayatis (CMLA), Mathilde Mougeot (LPMA)
http://arxiv.org/abs/1312.0020
Sloshing in the LNG shipping industry: risk modelling through multivariate heavy-tail analysis