Search Results - "Garivier, Aurélien"
-
1
KULLBACK-LEIBLER UPPER CONFIDENCE BOUNDS FOR OPTIMAL SEQUENTIAL ALLOCATION
Published in The Annals of statistics (01-06-2013)“…We consider optimal sequential allocation in the context of the so-called stochastic multi-armed bandit model. We describe a generic index policy, in the sense…”
Get full text
Journal Article -
2
Nonasymptotic sequential tests for overlapping hypotheses applied to near-optimal arm identification in bandit models
Published in Sequential analysis (15-01-2021)“…In this article, we study sequential testing problems with overlapping hypotheses. We first focus on the simple problem of assessing if the mean μ of a…”
Get full text
Journal Article -
3
A review on quantile regression for stochastic computer experiments
Published in Reliability engineering & system safety (01-09-2020)“…•We review six quantile metamodels in a unified framework, highlighting similarities and differences.•The methods are analyzed through an extensive benchmark…”
Get full text
Journal Article -
4
SEQUENTIAL MONTE CARLO SMOOTHING FOR GENERAL STATE SPACE HIDDEN MARKOV MODELS
Published in The Annals of applied probability (01-12-2011)“…Computing smoothing distributions, the distributions of one or more states conditional on past, present, and future observations is a recurring problem when…”
Get full text
Journal Article -
5
Perfect simulation of processes with long memory: A "coupling into and from the past" algorithm
Published in Random structures & algorithms (01-03-2015)“…ABSTRACT We describe a new algorithm for the perfect simulation of variable length Markov chains and random systems with perfect connections. This algorithm,…”
Get full text
Journal Article -
6
Hierarchical and Unsupervised Graph Representation Learning with Loukas’s Coarsening
Published in Algorithms (01-09-2020)“…We propose a novel algorithm for unsupervised graph representation learning with attributed graphs. It combines three advantages addressing some current…”
Get full text
Journal Article -
7
Private Quantiles Estimation in the Presence of Atoms
Published in Information and inference (27-04-2023)“…We consider the differentially private estimation of multiple quantiles (MQ) of a distribution from a dataset, a key building block in modern data analysis. We…”
Get full text
Journal Article -
8
Conditional Quantile Sequential Estimation for Stochastic Codes
Published in Journal of statistical theory and practice (01-12-2019)“…We propose and analyze an algorithm for the sequential estimation of a conditional quantile in the context of real stochastic codes with vector-valued inputs…”
Get full text
Journal Article -
9
A Lower-Bound for the Maximin Redundancy in Pattern Coding
Published in Entropy (Basel, Switzerland) (01-12-2009)“…We show that the maximin average redundancy in pattern coding is eventually larger than 1.84 (n/log n)1/3 for messages of length n. This improves recent…”
Get full text
Journal Article -
10
Learning the distribution with largest mean: two bandit frameworks
Published in ESAIM. Proceedings and surveys (2017)“…Over the past few years, the multi-armed bandit model has become increasingly popular in the machine learning community, partly because of applications…”
Get full text
Journal Article -
11
Joint Estimation of Intersecting Context Tree Models
Published in Scandinavian journal of statistics (01-06-2013)“…We study a problem of model selection for data produced by two different context tree sources. Motivated by linguistic questions, we consider the case where…”
Get full text
Journal Article -
12
Consistency of the Unlimited BIC Context Tree Estimator
Published in IEEE transactions on information theory (01-10-2006)“…The Bayesian information criterion (BIC) and Krichevsky- Trofimov (KT) version of minimum description length (MDL) principle are popular in the study of model…”
Get full text
Journal Article -
13
On Approximate Maximum-Likelihood Methods for Blind Identification: How to Cope With the Curse of Dimensionality
Published in IEEE transactions on signal processing (01-11-2009)“…We discuss approximate maximum-likelihood methods for blind identification and deconvolution. These algorithms are based on particle approximation versions of…”
Get full text
Journal Article -
14
Non-Asymptotic Sequential Tests for Overlapping Hypotheses and application to near optimal arm identification in bandit models
Published in Sequential analysis (01-03-2021)“…In this paper, we study sequential testing problems with overlapping hypotheses. We first focus on the simple problem of assessing if the mean µ of a Gaussian…”
Get full text
Journal Article -
15
Optimism in reinforcement learning and Kullback-Leibler divergence
Published in 2010 48th Annual Allerton Conference on Communication, Control, and Computing (Allerton) (01-09-2010)“…We consider model-based reinforcement learning in finite Markov Decision Processes (MDPs), focussing on so-called optimistic strategies. In MDPs, optimism can…”
Get full text
Conference Proceeding -
16
Optimally Sensing a Single Channel Without Prior Information: The Tiling Algorithm and Regret Bounds
Published in IEEE journal of selected topics in signal processing (01-02-2011)“…We consider the task of optimally sensing a two-state Markovian channel with an observation cost and without any prior information regarding the channel's…”
Get full text
Journal Article -
17
About the Cost of Central Privacy in Density Estimation
Published 30-08-2023“…We study non-parametric density estimation for densities in Lipschitz and Sobolev spaces, and under central privacy. In particular, we investigate regimes…”
Get full text
Journal Article -
18
-
19
-
20