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

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

8 November 2012

Olivier Wintenberger

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

19 / 19 papers shown

Title
Length independent generalization bounds for deep SSM architectures via Rademacher contraction and stability constraints Dániel Rácz Mihaly Petreczky Bálint Daróczy 103 1 0 30 May 2024
Generalization and Robustness of Batched Weighted Average Algorithm with V-geometrically Ergodic Markov Data Cuong V Nguyen L. Ho Vu C. Dinh OOD 53 11 0 12 Jun 2014
Prediction of quantiles by statistical learning and application to GDP forecasting Pierre Alquier Xiaoyin Li AI4TS 131 14 0 20 Feb 2012
PAC-Bayesian Inequalities for Martingales Yevgeny Seldin François Laviolette Nicolò Cesa-Bianchi John Shawe-Taylor P. Auer 126 127 0 31 Oct 2011
The Generalization Ability of Online Algorithms for Dependent Data Alekh Agarwal John C. Duchi 141 96 0 11 Oct 2011
Ergodic Mirror Descent John C. Duchi Alekh Agarwal M. Johansson Michael I. Jordan 185 125 0 24 May 2011
Sharp Oracle Inequalities for Aggregation of Affine Estimators A. Dalalyan Joseph Salmon 106 85 0 20 Apr 2011
Sparsity regret bounds for individual sequences in online linear regression Sébastien Gerchinovitz 213 108 0 05 Jan 2011
PAC-Bayesian aggregation and multi-armed bandits Jean-Yves Audibert 163 21 0 15 Nov 2010
Pac-bayesian bounds for sparse regression estimation with exponential weights Pierre Alquier Karim Lounici 118 73 0 14 Sep 2010
Fast learning rates in statistical inference through aggregation Jean-Yves Audibert 123 119 0 08 Sep 2009
Sequential Quantile Prediction of Time Series Gérard Biau B. Patra AI4TS 79 35 0 18 Aug 2009
L1-Penalized Quantile Regression in High-Dimensional Sparse Models A. Belloni Victor Chernozhukov 190 457 0 19 Apr 2009
Model selection for weakly dependent time series forecasting Pierre Alquier Olivier Wintenberger OOD AI4TS 146 80 0 17 Feb 2009
Aggregation by exponential weighting, sharp PAC-Bayesian bounds and sparsity A. Dalalyan Alexandre B. Tsybakov 149 176 0 19 Mar 2008
Weakly dependent chains with infinite memory P. Doukhan Olivier Wintenberger 96 133 0 19 Dec 2007
PAC-Bayesian Bounds for Randomized Empirical Risk Minimizers Pierre Alquier 225 58 0 11 Dec 2007
Pac-Bayesian Supervised Classification: The Thermodynamics of Statistical Learning O. Catoni 306 460 0 03 Dec 2007
Aggregation for Gaussian regression F. Bunea Alexandre B. Tsybakov M. Wegkamp 507 362 0 19 Oct 2007