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Dive into the research topics where Pierre Alquier is active.

Publication


Featured researches published by Pierre Alquier.


Statistics and Computing | 2016

Noisy Monte Carlo: convergence of Markov chains with approximate transition kernels

Pierre Alquier; Nial Friel; Richard G. Everitt; Aidan Boland

Monte Carlo algorithms often aim to draw from a distribution


Electronic Journal of Statistics | 2011

PAC-Bayesian bounds for sparse regression estimation with exponential weights

Pierre Alquier; Karim Lounici


Mathematical Methods of Statistics | 2008

PAC-Bayesian bounds for randomized empirical risk minimizers

Pierre Alquier

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Bernoulli | 2012

Model selection for weakly dependent time series forecasting

Pierre Alquier; Olivier Wintenberger


Electronic Journal of Statistics | 2013

PAC-Bayesian Estimation and Prediction in Sparse Additive Models

Benjamin Guedj; Pierre Alquier

π by simulating a Markov chain with transition kernel


algorithmic learning theory | 2013

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

Pierre Alquier


Physical Review A | 2013

Rank penalized estimation of a quantum system

Katia Meziani; Mohamed Hebiri; Cristina Butucea; Pierre Alquier

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Dependence Modeling | 2013

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

Pierre Alquier; Xiaoyin Li; Olivier Wintenberger


Electronic Journal of Statistics | 2008

LASSO, Iterative Feature Selection and the Correlation Selector: Oracle inequalities and numerical performances

Pierre Alquier

P such that


Annales De L Institut Henri Poincare-probabilites Et Statistiques | 2008

Iterative feature selection in least square regression estimation

Pierre Alquier

Collaboration


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Gilles Stoltz

École Normale Supérieure

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Aidan Boland

University College Dublin

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Nial Friel

University College Dublin

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Gabriel Peyré

Paris Dauphine University

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Judith Rousseau

Paris Dauphine University

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