User-friendly introduction to PAC-Bayes bounds

P Alquier - Foundations and Trends® in Machine Learning, 2024 - nowpublishers.com
Aggregated predictors are obtained by making a set of basic predictors vote according to
some weights, that is, to some probability distribution. Randomized predictors are obtained …

Optimal quasi-Bayesian reduced rank regression with incomplete response

TT Mai, P Alquier - arXiv preprint arXiv:2206.08619, 2022 - arxiv.org
The aim of reduced rank regression is to connect multiple response variables to multiple
predictors. This model is very popular, especially in biostatistics where multiple …

Tight risk bound for high dimensional time series completion

P Alquier, N Marie, A Rosier - Electronic Journal of Statistics, 2022 - projecteuclid.org
Initially designed for independent datas, low-rank matrix completion was successfully
applied in many domains to the reconstruction of partially observed high-dimensional time …

An efficient adaptive MCMC algorithm for Pseudo-Bayesian quantum tomography

TT Mai - Computational Statistics, 2023 - Springer
Abstract We revisit the Pseudo-Bayesian approach to the problem of estimating density
matrix in quantum state tomography in this paper. Pseudo-Bayesian inference has been …

Simulation comparisons between Bayesian and de-biased estimators in low-rank matrix completion

TT Mai - METRON, 2023 - Springer
In this paper, we study the low-rank matrix completion problem, a class of machine learning
problems, that aims at the prediction of missing entries in a partially observed matrix. Such …