On the properties of variational approximations of Gibbs posteriors

P Alquier, J Ridgway, N Chopin - Journal of Machine Learning Research, 2016 - jmlr.org
The PAC-Bayesian approach is a powerful set of techniques to derive nonasymptotic risk
bounds for random estimators. The corresponding optimal distribution of estimators, usually …

Simpler PAC-Bayesian bounds for hostile data

P Alquier, B Guedj - Machine Learning, 2018 - Springer
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 ρ to its empirical …

Prediction of time series by statistical learning: general losses and fast rates

P Alquier, X Li, O Wintenberger - Dependence Modeling, 2013 - degruyter.com
We establish rates of convergences in statistical learning for time series forecasting. Using
the PAC-Bayesian approach, slow rates of convergence√ d/n for the Gibbs estimator under …

High-dimensional VAR with low-rank transition

P Alquier, K Bertin, P Doukhan, R Garnier - Statistics and Computing, 2020 - Springer
We propose a vector auto-regressive model with a low-rank constraint on the transition
matrix. This model is well suited to predict high-dimensional series that are highly correlated …

Exponential inequalities for nonstationary Markov chains

P Alquier, P Doukhan, X Fan - Dependence Modeling, 2019 - degruyter.com
Exponential inequalities are main tools in machine learning theory. To prove exponential
inequalities for non iid random variables allows to extend many learning techniques to these …

On the properties of variational approximations of Gibbs posteriors

P Alquier, J Ridgway, N Chopin - arXiv preprint arXiv:1506.04091, 2015 - arxiv.org
The PAC-Bayesian approach is a powerful set of techniques to derive non-asymptotic risk
bounds for random estimators. The corresponding optimal distribution of estimators, usually …

Time series prediction via aggregation: an oracle bound including numerical cost

A Sanchez-Perez - Modeling and Stochastic Learning for Forecasting in …, 2015 - Springer
We address the problem of forecasting a time series meeting the Causal Bernoulli Shift
model, using a parametric set of predictors. The aggregation technique provides a predictor …

[PDF][PDF] 用系统科学和智能方法研究城市发展问题

吴澄, 刘民, 郝井华, 董明宇 - 自动化学报, 2015 - aas.net.cn
摘要我国正处于城镇化的快速发展阶段. 然而, 在城镇化的过程中, 决策者常常面临这样的问题:
一个城市的资源能支撑多大的人口规模? 对产业结构进行怎样的调整才能最大化释放人口承载 …

Big data analysis in the field of transportation

L Carel - 2019 - pastel.hal.science
The aim of this thesis is to apply new methodologies to public transportation data. Indeed,
we are more and more surrounded by sensors and computers generating huge amount of …

[PDF][PDF] Statistical and machine learning analysis of impact of population and gender effect in GDP of Bangladesh: a case study

MR Ahmed, AA Shafin - 2020 - academia.edu
Gross Domestic Product (GDP) per capita is a critical degree of a nation's monetary growth
that records for its number of people. A balanced participation ratio of both males and …