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 …
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 …
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 are main tools in machine learning theory. To prove exponential inequalities for non iid random variables allows to extend many learning techniques to these …
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 …
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 …
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 …
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 …