Pierre Alquier

Available identifiers

zbMath Open alquier.pierreWikidataQ80284869 ScholiaQ80284869MaRDI QIDQ110586

List of research outcomes

Publication	Date of Publication	Type
User-friendly Introduction to PAC-Bayes Bounds	2024-04-09	Paper
Dimension-free bounds for sums of dependent matrices and operators with heavy-tailed distributions	2024-03-25	Paper
Estimation of Copulas via Maximum Mean Discrepancy	2023-10-18	Paper
Deviation inequalities for stochastic approximation by averaging	2022-08-29	Paper
Tight risk bound for high dimensional time series completion	2022-05-11	Paper
MMDCopula	2022-04-25	Software
Estimation of Copulas via Maximum Mean Discrepancy	2022-03-31	Paper
Finite sample properties of parametric MMD estimation: robustness to misspecification and dependence	2022-02-01	Paper
Simultaneous dimension reduction and clustering via the NMF-EM algorithm	2021-06-28	Paper
Concentration of tempered posteriors and of their variational approximations	2020-08-28	Paper
High-dimensional VAR with low-rank transition	2020-08-27	Paper
Universal Robust Regression via Maximum Mean Discrepancy	2020-06-01	Paper
Exponential inequalities for nonstationary Markov chains	2020-05-12	Paper
Finite sample properties of parametric MMD estimation: robustness to misspecification and dependence	2019-12-11	Paper
Matrix factorization for multivariate time series analysis	2019-11-26	Paper
Informed sub-sampling MCMC: approximate Bayesian inference for large datasets	2019-10-18	Paper
Estimation bounds and sharp oracle inequalities of regularized procedures with Lipschitz loss functions	2019-07-18	Paper
Consistency of variational Bayes inference for estimation and model selection in mixtures	2018-09-24	Paper
1-bit matrix completion: PAC-Bayesian analysis of a variational approximation	2018-06-14	Paper
Simpler PAC-Bayesian bounds for hostile data	2018-06-14	Paper
An oracle inequality for quasi-Bayesian nonnegative matrix factorization	2017-11-17	Paper
Pseudo-Bayesian quantum tomography with rank-adaptation	2017-02-22	Paper
On the properties of variational approximations of Gibbs posteriors	2017-02-03	Paper
Noisy Monte Carlo: convergence of Markov chains with approximate transition kernels	2016-07-29	Paper
A Bayesian approach for noisy matrix completion: optimal rate under general sampling distribution	2015-04-21	Paper
Prediction of time series by statistical learning: general losses and fast rates	2014-05-21	Paper
Sparse single-index model	2014-04-01	Paper
Adaptive estimation of the density matrix in quantum homodyne tomography with noisy data	2013-11-11	Paper
Bayesian Methods for Low-Rank Matrix Estimation: Short Survey and Theoretical Study	2013-11-06	Paper
PAC-Bayesian estimation and prediction in sparse additive models	2013-05-29	Paper
PAC-Bayesian bounds for sparse regression estimation with exponential weights	2013-05-28	Paper
Sparsity considerations for dependent variables	2013-05-28	Paper
Lasso, iterative feature selection and the correlation selector: oracle inequalities and numerical performances	2013-05-24	Paper
Transductive versions of the Lasso and the Dantzig selector	2012-09-04	Paper
Model selection for weakly dependent time series forecasting	2012-08-09	Paper
Rank penalized estimation of a quantum system	2012-06-08	Paper
Fast rates in learning with dependent observations	2012-02-20	Paper
Generalization of constraints for high dimensional regression problems	2011-11-15	Paper
An Algorithm for Iterative Selection of Blocks of Features	2010-10-01	Paper
Density estimation with quadratic loss: a confidence intervals method	2010-03-15	Paper
PAC-Bayesian bounds for randomized empirical risk minimizers	2009-10-13	Paper
Iterative feature selection in least square regression estimation	2009-10-07	Paper

Research outcomes over time

Doctoral students

Doctoral Student
Badr-Eddine Chérief-Abdellatif
The Tien Mai
Vincent Cottet
Léna Carel

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
doctoral advisor	Olivier Catoni
doctoral student	Badr-Eddine Chérief-Abdellatif
doctoral student	The Tien Mai
doctoral student	Vincent Cottet
doctoral student	Léna Carel
employer	Paris Diderot University
employer	University College Dublin
employer	ENSAE Paris
employer	Paris Dauphine University
employer	RIKEN
family name	Alquier
given name	Pierre
instance of	human
occupation	researcher
sex or gender	male

This page was built for person: Pierre Alquier