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Approximate Bayesian Inference

Entropy (Basel, Switzerland), 2020-11, Vol.22 (11), p.1272

Alquier, Pierre

2020

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Meta-Strategy for Learning Tuning Parameters with Guarantees

Entropy (Basel, Switzerland), 2021-09, Vol.23 (10), p.1257

2021

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A Bayesian approach for noisy matrix completion: Optimal rate under general sampling distribution

Electronic journal of statistics, 2015-01, Vol.9 (1)

2015

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CONCENTRATION OF TEMPERED POSTERIORS AND OF THEIR VARIATIONAL APPROXIMATIONS

The Annals of statistics, 2020-06, Vol.48 (3), p.1475-1497

2020

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Simpler PAC-Bayesian bounds for hostile data

Machine learning, 2018-05, Vol.107 (5), p.887-902

2018

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Approximate Bayesian Inference

Alquier, Pierre

2022

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1-Bit matrix completion: PAC-Bayesian analysis of a variational approximation

Machine learning, 2018-03, Vol.107 (3), p.579-603

2018

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Exponential inequalities for nonstationary Markov chains

Dependence modeling, 2019-01, Vol.7 (1), p.150-168

2019

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On the properties of variational approximations of Gibbs posteriors

Journal of machine learning research, 2016-01, Vol.17 (236)

2016

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Prediction of time series by statistical learning: general losses and fast rates

Dependence modeling, 2013-01, Vol.1 (2013), p.65-93

2013

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ESTIMATION BOUNDS AND SHARP ORACLE INEQUALITIES OF REGULARIZED PROCEDURES WITH LIPSCHITZ LOSS FUNCTIONS

The Annals of statistics, 2019-08, Vol.47 (4), p.2117-2144

2019

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Model selection for weakly dependent time series forecasting

Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability, 2012-08, Vol.18 (3), p.883-913

2012

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Deviation inequalities for stochastic approximation by averaging

Stochastic processes and their applications, 2022-10, Vol.152, p.452-485

2022

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Matrix factorization for multivariate time series analysis

Electronic journal of statistics, 2019-01, Vol.13 (2), p.4346-4366

2019

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Dimension-free bounds for sums of dependent matrices and operators with heavy-tailed distributions

Electronic journal of statistics, 2024-01, Vol.18 (1)

2024

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Sparse single-index model

Journal of machine learning research, 2013, Vol.14

2013

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Bayesian Methods for Low-Rank Matrix Estimation: Short Survey and Theoretical Study

Algorithmic Learning Theory, Vol.8139, p.309-323

Alquier, Pierre

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Informed sub-sampling MCMC: approximate Bayesian inference for large datasets

Statistics and computing, 2019-05, Vol.29 (3), p.449-482

2019

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Pseudo-Bayesian quantum tomography with rank-adaptation

Journal of statistical planning and inference, 2017-05, Vol.184, p.62-76

2017

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Consistency of variational Bayes inference for estimation and model selection in mixtures

Electronic journal of statistics, 2018-01, Vol.12 (2)

2018

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PAC-Bayesian bounds for sparse regression estimation with exponential weights

Electronic journal of statistics, 2011-01, Vol.5 (none)

2011

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PAC-Bayesian estimation and prediction in sparse additive models

Electronic journal of statistics, 2013-01, Vol.7 (none), p.264-291

2013

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High-dimensional VAR with low-rank transition

Statistics and computing, 2020-07, Vol.30 (4), p.1139-1153

2020

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Tight risk bound for high dimensional time series completion

Electronic journal of statistics, 2022-01, Vol.16 (1), p.3001-3035

2022

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Estimation of Copulas via Maximum Mean Discrepancy

Journal of the American Statistical Association, 2023-07, Vol.118 (543), p.1997-2012

2023

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Approximate Bayesian Inference

Meta-Strategy for Learning Tuning Parameters with Guarantees

A Bayesian approach for noisy matrix completion: Optimal rate under general sampling distribution

CONCENTRATION OF TEMPERED POSTERIORS AND OF THEIR VARIATIONAL APPROXIMATIONS

Simpler PAC-Bayesian bounds for hostile data

Approximate Bayesian Inference

1-Bit matrix completion: PAC-Bayesian analysis of a variational approximation

Exponential inequalities for nonstationary Markov chains

On the properties of variational approximations of Gibbs posteriors

Prediction of time series by statistical learning: general losses and fast rates

ESTIMATION BOUNDS AND SHARP ORACLE INEQUALITIES OF REGULARIZED PROCEDURES WITH LIPSCHITZ LOSS FUNCTIONS

Model selection for weakly dependent time series forecasting

Deviation inequalities for stochastic approximation by averaging

Matrix factorization for multivariate time series analysis

Dimension-free bounds for sums of dependent matrices and operators with heavy-tailed distributions

Sparse single-index model

Bayesian Methods for Low-Rank Matrix Estimation: Short Survey and Theoretical Study

Informed sub-sampling MCMC: approximate Bayesian inference for large datasets

Pseudo-Bayesian quantum tomography with rank-adaptation

Consistency of variational Bayes inference for estimation and model selection in mixtures

PAC-Bayesian bounds for sparse regression estimation with exponential weights

PAC-Bayesian estimation and prediction in sparse additive models

High-dimensional VAR with low-rank transition

Tight risk bound for high dimensional time series completion

Estimation of Copulas via Maximum Mean Discrepancy

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