output
19992026
most citedEmpirical risk minimization for heavy-tailed losses

61 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

collaborating institutions
Showing 2014Show all

5 papers · 1 filter

cs.GT2014

Incorporating Hidden Costs of Annoying Ads in Display Auctions

Valeria Stourm, Eric Bax

Media publisher platforms often face an effectiveness-nuisance tradeoff: more annoying ads can be more effective for some advertisers because of their ability to attract attention,…

stat.ML2014★ 13 cited

PAC-Bayesian AUC classification and scoring

James Ridgway, Pierre Alquier, Nicolas Chopin +1

We develop a scoring and classification procedure based on the PAC-Bayesian approach and the AUC (Area Under Curve) criterion. We focus initially on the class of linear score funct…

stat.CO2014

The Poisson transform for unnormalised statistical models

Simon Barthelmé, Nicolas Chopin

Contrary to standard statistical models, unnormalised statistical models only specify the likelihood function up to a constant. While such models are natural and popular, the lack…

stat.ME2014★ 61 cited

Empirical risk minimization for heavy-tailed losses

Christian Brownlees, Emilien Joly, Gábor Lugosi

The purpose of this paper is to discuss empirical risk minimization when the losses are not necessarily bounded and may have a distribution with heavy tails. In such situations, us…

math.ST2014★ 1 cited

A consistent deterministic regression tree for non-parametric prediction of time series

Pierre Gaillard, Paul Baudin

We study online prediction of bounded stationary ergodic processes. To do so, we consider the setting of prediction of individual sequences and build a deterministic regression tre…