Zobrazeno 1 - 10
of 45
pro vyhledávání: '"Gilles Stoltz"'
Autor:
Elisabeth, Gassiat, Gilles, Stoltz
We work out a version of the van Trees inequality in a Hajek--Le Cam spirit, i.e., under minimal assumptions that, in particular, involve no direct pointwise regularity assumptions on densities but rather almost-everywhere differentiability in quadra
Externí odkaz:
http://arxiv.org/abs/2402.06431
Publikováno v:
Transportation research. Part C, Emerging technologies
Transportation research. Part C, Emerging technologies, 2023, 146, pp.103980
Transportation research. Part C, Emerging technologies, 2023, 146, pp.103980
International audience; We model dwell times for trains subject to a possibly dense timetable based on a rich data set containing both railway operations variables and passenger flows variables, which is rare in the literature. Another distinguishing
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f29cd5ec0e8f15a486b4a34a7ecfb0e5
https://doi.org/10.1016/j.trc.2022.103980
https://doi.org/10.1016/j.trc.2022.103980
Publikováno v:
Statist. Sci. 35, no. 2 (2020), 178-201
We extend Fano's inequality, which controls the average probability of (disjoint) events in terms of the average of some Kullback-Leibler divergences, to work with arbitrary [0,1]-valued random variables. Our simple two-step methodology is general en
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6bc565f39619111192faaf17819dd6d3
https://projecteuclid.org/euclid.ss/1591171226
https://projecteuclid.org/euclid.ss/1591171226
Autor:
Gilbert Saporta, Gilles Stoltz
Publikováno v:
HAL
Gilbert Saporta is an emeritus professor at CNAM (Conservatoire National des Arts et Métiers). His main researchthemes were around data analysis. In this interview, he first recalls the French statistical community in the late1960s and early 1970s.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::ebe05af690a8b93313752c4c2cb1419a
https://hal-cnam.archives-ouvertes.fr/hal-02885745
https://hal-cnam.archives-ouvertes.fr/hal-02885745
Publikováno v:
Computational Geosciences
Computational Geosciences, Springer Verlag, 2019, 23 (5), pp.1107-1124. ⟨10.1007/s10596-019-09872-1⟩
Computational Geosciences, 2019, 23 (5), pp.1107-1124. ⟨10.1007/s10596-019-09872-1⟩
Computational Geosciences, Springer Verlag, 2019, 23 (5), pp.1107-1124. ⟨10.1007/s10596-019-09872-1⟩
Computational Geosciences, 2019, 23 (5), pp.1107-1124. ⟨10.1007/s10596-019-09872-1⟩
International audience; Production forecasting is a key step to design the future development of a reservoir. A classical way to generate such forecasts consists in simulating future production for numerical models representative of the reservoir. Ho
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f72921c22fb70e918e20c2c73abbbcb7
http://arxiv.org/abs/1812.10389
http://arxiv.org/abs/1812.10389
Publikováno v:
Journal of International Money and Finance
Journal of International Money and Finance, Elsevier, 2018, 88, pp.1-24. ⟨10.1016/j.jimonfin.2018.06.003⟩
Journal of International Money and Finance, Elsevier, 2018, 88, pp.1-24. ⟨10.1016/j.jimonfin.2018.06.003⟩
Using methods from machine learning we show that fundamentals from simple exchange rate models (PPP, UIRP and monetary models) consistently allow to improve exchange rate forecasts for major currencies over the floating period era 1973--2014 at a 1 m
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3a629644ea3706b0013b34b1eb938122
https://halshs.archives-ouvertes.fr/halshs-01003914v6/document
https://halshs.archives-ouvertes.fr/halshs-01003914v6/document
Autor:
Gilles Stoltz
Publikováno v:
79th EAGE Conference and Exhibition 2017 - Workshops.
I will review in this talk a machine-learning technique called robust online aggregation of predictors. This setting explains how to combine base forecasts provided by ensemble methods. No stochastic modeling is needed and the performance achieved is
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::85ae70c9cc20c1ceb8bda30e97d71361
https://doi.org/10.3997/2214-4609.201701747
https://doi.org/10.3997/2214-4609.201701747
Using methods from machine learning we show that fundamentals from simple exchange rate models (PPP or UIRP) consistently allow to improve exchange rate forecasts for major currencies over the floating period era 1973--2014 at a 1 month forecast and
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::0d4a04d6a8c78f70392f4c417346165f
https://halshs.archives-ouvertes.fr/halshs-01003914v5/document
https://halshs.archives-ouvertes.fr/halshs-01003914v5/document
Publikováno v:
Mathematics of Operations Research
Mathematics of Operations Research, INFORMS, 2019, 44 (2), pp.377-399. ⟨10.1287/moor.2017.0928⟩
Mathematics of Operations Research, 2019, 44 (2), pp.377-399. ⟨10.1287/moor.2017.0928⟩
Mathematics of Operations Research, INFORMS, 2019, 44 (2), pp.377-399. ⟨10.1287/moor.2017.0928⟩
Mathematics of Operations Research, 2019, 44 (2), pp.377-399. ⟨10.1287/moor.2017.0928⟩
International audience; We revisit lower bounds on the regret in the case of multi-armed bandit problems. We obtain non-asymptotic, distribution-dependent bounds and provide straightforward proofs based only on well-known properties of Kullback-Leibl
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::543c1f66b7596896ba82bd5652b5e1db
http://arxiv.org/abs/1602.07182
http://arxiv.org/abs/1602.07182
Publikováno v:
Machine Learning. 90:231-260
We consider the setting of sequential prediction of arbitrary sequences based on specialized experts. We first provide a review of the relevant literature and present two theoretical contributions: a general analysis of the specialist aggregation rul
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ea155ef990edf77ab3ec773a6870d067
https://doi.org/10.1007/s10994-012-5314-7
https://doi.org/10.1007/s10994-012-5314-7