Search Results - "STOLTZ, Gilles"

Pure exploration in finitely-armed and continuous-armed bandits by Bubeck, Sébastien, Munos, Rémi, Stoltz, Gilles

“…We consider the framework of stochastic multi-armed bandit problems and study the possibilities and limitations of forecasters that perform an on-line…”
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Ozone ensemble forecast with machine learning algorithms by Mallet, Vivien, Stoltz, Gilles, Mauricette, Boris

“…We apply machine learning algorithms to perform sequential aggregation of ozone forecasts. The latter rely on a multimodel ensemble built for ozone forecasting…”
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A Geometric Proof of Calibration by Mannor, Shie, Stoltz, Gilles

“…We provide yet another proof of the existence of calibrated forecasters; it has two merits. First, it is valid for an arbitrary finite number of outcomes…”
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DO COUNTRIES FALSIFY ECONOMIC DATA STRATEGICALLY? SOME EVIDENCE THAT THEY MIGHT by Michalski, Tomasz, Stoltz, Gilles

“…Using Benford's law, we find evidence supporting the hypothesis that countries at times misreport their economic data strategically. We group countries with…”
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Fundamentals and exchange rate forecastability with simple machine learning methods by Amat, Christophe, Michalski, Tomasz, Stoltz, Gilles

“…•Machine learning methods used to forecast end-of-month exchange rates 1-month forward.•Fundamentals from PPP, UIRP and Taylor-rule models allow to beat the…”
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The van Trees Inequality in the Spirit of Hájek and Le Cam by Gassiat, Elisabeth, Stoltz, Gilles

“…We work out a version of the van Trees inequality in a Hajek--Le Cam spirit, i.e., under minimal assumptions that, in particular, involve no direct pointwise…”
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Adaptation to the Range in $K$-Armed Bandits by Hadiji, Hédi, Stoltz, Gilles

“…We consider stochastic bandit problems with $K$ arms, each associated with a bounded distribution supported on the range $[m,M]$. We do not assume that the…”
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KULLBACK-LEIBLER UPPER CONFIDENCE BOUNDS FOR OPTIMAL SEQUENTIAL ALLOCATION by Cappé, Olivier, Garivier, Aurélien, Maillard, Odalric-Ambrym, Munos, Rémi, Stoltz, Gilles

“…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…”
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Fano's Inequality for Random Variables by Gerchinovitz, Sébastien, Ménard, Pierre, Stoltz, Gilles

“…We extend Fano's inequality, which controls the average probability of events in terms of the average of some 𝑓-divergences, to work with arbitrary events…”
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Modeling dwell time in a data-rich railway environment: With operations and passenger flows data by Coulaud, Rémi, Keribin, Christine, Stoltz, Gilles

“…We model dwell times for trains subject to a possibly dense timetable based on a rich data set containing both railway operations variables and passenger flows…”
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Forecasting 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 by Devaine, Marie, Gaillard, Pierre, Goude, Yannig, Stoltz, Gilles

“…We consider the setting of sequential prediction of arbitrary sequences based on specialized experts. We first provide a review of the relevant literature and…”
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Improved second-order bounds for prediction with expert advice by CESA-BIANCHI, Nicolo, MANSOUR, Yishay, STOLTZ, Gilles

“…Issue Title: Special Issue on Learning Theory This work studies external regret in sequential prediction games with both positive and negative payoffs…”
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Do Countries Falsify Economic Data Strategically? Some Evidence That They Might by Michalski, Tomasz, Stoltz, Gilles

“…Using Benford's law, we find evidence supporting the hypothesis that countries at times misreport their economic data strategically. We group countries with…”
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Sequential model aggregation for production forecasting by Deswarte, Raphaël, Gervais, Véronique, Stoltz, Gilles, Da Veiga, Sébastien

“…Production forecasting is a key step to design the future development of a reservoir. A classical way to generate such forecasts consists in simulating future…”
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Learning correlated equilibria in games with compact sets of strategies by Stoltz, Gilles, Lugosi, Gábor

“…Hart and Schmeidler's extension of correlated equilibrium to games with infinite sets of strategies is studied. General properties of the set of correlated…”
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Guest Editors' foreword by Bshouty, Nader H., Stoltz, Gilles, Vayatis, Nicolas, Zeugmann, Thomas

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Internal regret in on-line portfolio selection by STOLTZ, Gilles, LUGOSI, Gabor

“…This paper extends the game-theoretic notion of internal regret to the case of on-line potfolio selection problems. New sequential investment strategies are…”
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The van Trees inequality in the spirit of Hajek and Le Cam by Elisabeth, Gassiat, Gilles, Stoltz

“…We work out a version of the van Trees inequality in a Hajek--Le Cam spirit, i.e., under minimal assumptions that, in particular, involve no direct pointwise…”
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Regret Minimization Under Partial Monitoring by Cesa-Bianchi, Nicolo, Lugosi, Gabor, Stoltz, Gilles

“…We consider repeated games in which the player, instead of observing the action chosen by the opponent in each game round, receives a feedback generated by the…”
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Forecasting electricity consumption by aggregating specialized experts by Devaine, Marie, Gaillard, Pierre, Goude, Yannig, Stoltz, Gilles

“…We consider the setting of sequential prediction of arbitrary sequences based on specialized experts. We first provide a review of the relevant literature and…”
Get full text