
Nearest Neighbour Based Estimates of Gradients: Sharp Nonasymptotic Bounds and Applications
Motivated by a wide variety of applications, ranging from stochastic opt...
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Conditional independence testing via weighted partial copulas
This paper introduces the weighted partial copula function for testing c...
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Risk bounds when learning infinitely many response functions by ordinary linear regression
Consider the problem of learning a large number of response functions si...
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Towards Asymptotic Optimality with Conditioned Stochastic Gradient Descent
In this paper, we investigate a general class of stochastic gradient des...
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Infinitedimensional gradientbased descent for alphadivergence minimisation
This paper introduces the (α, Γ)descent, an iterative algorithm which o...
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High dimensional regression for regenerative timeseries: an application to road traffic modeling
This paper investigates statistical models for road traffic modeling. Th...
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The fDivergence Expectation Iteration Scheme
This paper introduces the fEI(ϕ) algorithm, a novel iterative algorithm...
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Control variate selection for Monte Carlo integration
Monte Carlo integration with variance reduction by means of control vari...
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Empirical Risk Minimization under Random Censorship: Theory and Practice
We consider the classic supervised learning problem, where a continuous ...
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Adaptive importance sampling by kernel smoothing
A key determinant of the success of Monte Carlo simulation is the sampli...
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Parametric versus nonparametric: the fitness coefficient
The fitness coefficient, introduced in this paper, results from a compet...
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Rademacher complexity for Markov chains : Applications to kernel smoothing and MetropolisHasting
Following the seminal approach by Talagrand, the concept of Rademacher c...
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On an extension of the promotion time cure model
We consider the problem of estimating the distribution of timetoevent ...
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Asymptotic optimality of adaptive importance sampling
Adaptive importance sampling (AIS) uses past samples to update the sampl...
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Efficiency of adaptive importance sampling
The sampling policy of stage t, formally expressed as a probability dens...
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Monte Carlo integration with a growing number of control variates
The use of control variates is a wellknown variance reduction technique...
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François Portier
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