Bibliography
Major publications by the team in recent years
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1J.-Y. Audibert, O. Catoni.
Robust linear least squares regression, in: The Annals of Statistics, 2011, in press.
http://hal. inria. fr/ hal-00522534 -
2K. Bertin, E. Le Pennec, V. Rivoirard.
Adaptive Dantzig density estimation, in: Annales de l'IHP, Probabilités et Statistiques, 2011, vol. 47, no 1, p. 43–74.
http://hal. inria. fr/ hal-00381984/ en -
3G. Biau, L. Devroye, G. Lugosi.
Consistency of random forests and other averaging classifiers, in: Journal of Machine Learning Research, 2008, vol. 9, p. 2015–2033. -
4G. Biau, L. Devroye, G. Lugosi.
On the performance of clustering in Hilbert spaces, in: IEEE Transactions on Information Theory, 2008, vol. 54, p. 781–790. -
5O. Catoni.
Statistical Learning Theory and Stochastic Optimization — Lectures on Probability Theory and Statistics, École d'Été de Probabilités de Saint-Flour XXXI – 2001, Lecture Notes in Mathematics, Springer, 2004, vol. 1851, 269 pages. -
6O. Catoni.
PAC-Bayesian Supervised Classification: The Thermodynamics of Statistical Learning, IMS Lecture Notes Monograph Series, Institute of Mathematical Statistics, 2007, vol. 56, 163 pages.
http://dx. doi. org/ 10. 1214/ 074921707000000391 -
7G. Lugosi, S. Mannor, G. Stoltz.
Strategies for prediction under imperfect monitoring, in: Mathematics of Operations Research, 2008, vol. 33, p. 513–528. -
8B. Mauricette, V. Mallet, G. Stoltz.
Ozone ensemble forecast with machine learning algorithms, in: Journal of Geophysical Research, 2009, vol. 114, D05307 p.
http://dx. doi. org/ 10. 1029/ 2008JD009978 -
9V. Rivoirard, G. Stoltz.
Statistique en action, Vuibert, 2009, Main volume contains 320 pages, supplementary material of 220 pages is available for free download.
Doctoral Dissertations and Habilitation Theses
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10S. Gerchinovitz.
Prédiction de suites individuelles et cadre statistique classique : étude de quelques liens autour de la régression parcimonieuse et des techniques d'agrégation, Université Paris-Sud, December 2011.
http://www. math. ens. fr/ ~gerchinovitz/ docs/ These-Gerchinovitz. pdf -
11G. Stoltz.
Contributions à la prévision séquentielle de suites arbitraires : applications à la théorie des jeux répétés et études empiriques des performances de l'agrégation d'experts, Université Paris-Sud, February 2011, Habilitation à diriger des recherches.
http://www. math. ens. fr/ ~stoltz/ HDR/ HDR-Stoltz-Eng-Web. pdf
Articles in International Peer-Reviewed Journal
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12J.-Y. Audibert, O. Catoni.
Robust linear least squares regression, in: The Annals of Statistics, 2011, in press.
http://hal. inria. fr/ hal-00522534 -
13K. Bertin, E. Le Pennec, V. Rivoirard.
Adaptive Dantzig density estimation, in: Annales de l'IHP, Probabilités et Statistiques, 2011, vol. 47, no 1, p. 43–74.
http://hal. inria. fr/ hal-00381984/ en -
14G. Biau.
Analysis of a random forests model, in: Journal of Machine Learning Research, 2011, in press.
http://hal. inria. fr/ hal-00476545/ en -
15G. Biau, F. Chazal, D. Cohen-Steiner, L. Devroye, C. Rodríguez.
A weighted –nearest neighbor density estimate for geometric inference, in: Electronic Journal of Statistics, 2011, vol. 5, p. 204–237.
http://hal. inria. fr/ inria-00560623/ en -
16G. Biau, A. Fischer.
Parameter selection for principal curves, in: IEEE Transactions on Information Theory, 2011, in press.
http://hal. inria. fr/ hal-00565540/ en -
17G. Biau, A. Mas.
PCA–kernel estimation, in: Statistics & Risk Modeling, 2011, in press.
http://hal. inria. fr/ hal-00467013/ en -
18S. Bubeck, R. Munos, G. Stoltz.
Pure Exploration in Finitely-Armed and Continuous-Armed Bandit Problems, in: Theoretical Computer Science, 2011, vol. 412, p. 1832–1852.
http://hal. inria. fr/ hal-00257454/ en -
19S. Bubeck, R. Munos, G. Stoltz, C. Szepesvári.
X-Armed Bandits, in: Journal of Machine Learning Research, April 2011, vol. 12, p. 1655–1695.
http://hal. inria. fr/ hal-00450235/ en -
20O. Catoni.
Challenging the empirical mean and empirical variance: a deviation study, in: Annales de l'IHP, Probabilités et Statistiques, 2011, in press; with an online supplement.
http://hal. inria. fr/ hal-00517206/ en -
21M. Doumic, M. Hoffmann, P. Reynaud-Bouret, V. Rivoirard.
Nonparametric estimation of the division rate of a size-structured population, in: SIAM Journal on Numerical Analysis, 2011, in press.
http://hal. inria. fr/ hal-00578694/ en -
22B. Patra, G. Biau.
Sequential quantile prediction of time series, in: IEEE Transactions on Information Theory, 2011, vol. 57, p. 1664–1674.
http://hal. inria. fr/ hal-00410120/ en -
23G. Stoltz, T. Michalski.
Do countries falsify economic data strategically? Some evidence that they might., in: The Review of Economics and Statistics, 2011, in press.
http://hal. inria. fr/ halshs-00482106/ en
International Conferences with Proceedings
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24S. Bubeck, G. Stoltz, J. Y. Yu.
Lipschitz Bandits without the Lipschitz Constant, in: ALT 2011 – 22nd International Conference on Algorithmic Learning Theory, Espoo, Finland, J. Kivinen, C. Szepesvári, E. Ukkonen, T. Zeugmann (editors), LNCS / Lecture Notes in Artificial Intelligence, Springer, October 2011.
http://hal. inria. fr/ hal-00595692/ en -
25S. Gerchinovitz.
Sparsity regret bounds for individual sequences in online linear regression, in: COLT 2011 – The 24rd Annual Conference on Learning Theory, Budapest, Hungary, S. Kakade, U. von Luxburg (editors), OmniPress, July 2011.
http://hal. inria. fr/ inria-00552267/ en -
26S. Gerchinovitz, J. Y. Yu.
Adaptive and Optimal Online Linear Regression on –balls, in: ALT 2011 – 22nd International Conference on Algorithmic Learning Theory, Espoo, Finland, J. Kivinen, C. Szepesvári, E. Ukkonen, T. Zeugmann (editors), LNCS / Lecture Notes in Artificial Intelligence, Springer, October 2011.
http://hal. inria. fr/ hal-00594399/ en -
27O.-A. Maillard, R. Munos, G. Stoltz.
A Finite-Time Analysis of Multi-armed Bandits Problems with Kullback-Leibler Divergences, in: COLT 2011 – The 24rd Annual Conference on Learning Theory, Budapest, Hungary, S. Kakade, U. von Luxburg (editors), OmniPress, July 2011.
http://hal. inria. fr/ inria-00574987/ en -
28S. Mannor, V. Perchet, G. Stoltz.
Robust approachability and regret minimization in games with partial monitoring, in: COLT 2011 – The 24rd Annual Conference on Learning Theory, Budapest, Hungary, S. Kakade, U. von Luxburg (editors), OmniPress, July 2011.
http://hal. inria. fr/ hal-00595695/ en
Books or Proceedings Editing
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29P. Alquier, E. Gautier, G. Stoltz (editors)
Inverse Problems and High-Dimensional Estimation, Lecture Notes in Statistics, Springer, 2011, vol. 203, Stats in the Château summer school (revised lectures).
http://www. springer. com/ statistics/ book/ 978-3-642-19988-2
Other Publications
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30P. Alquier, G. Biau.
Sparse single-index model, 2011, under review by Journal of Machine Learning Research.
http://hal. inria. fr/ hal-00556652/ en -
31G. Biau, Y. Yatracos.
On the shrinkage estimation of variance and Pitman closeness criterion, 2011, submitted to Journal de la Société Francaise de Statistiques.
http://www. lsta. upmc. fr/ BIAU/ by. pdf -
32M. Devaine, Y. Goude, G. Stoltz.
Forecasting the electricity consumption by aggregating specialized experts; a review of the sequential aggregation of specialized experts, with an application to Slovakian and French country-wide one-day-ahead (half-)hourly predictions, 2011, under review by Machine Learning.
http://hal. inria. fr/ hal-00484940/ en