output
20022011
most citedQuantum ESPRESSO: a modular and open-source software project for quantum simulations of materials

29.3k citations

Showing 2011 · math.STShow all

7 papers · 2 filters

math.ST2011121 cited

A Finite-Time Analysis of Multi-armed Bandits Problems with Kullback-Leibler Divergences

Odalric-Ambrym Maillard, Rémi Munos, Gilles Stoltz

We consider a Kullback-Leibler-based algorithm for the stochastic multi-armed bandit problem in the case of distributions with finite supports (not necessarily known beforehand), w…

math.ST2011

Lipschitz Bandits without the Lipschitz Constant

Sébastien Bubeck, Gilles Stoltz, Jia Yuan Yu

We consider the setting of stochastic bandit problems with a continuum of arms. We first point out that the strategies considered so far in the literature only provided theoretical…

math.ST2011

A Note on Sliced Inverse Regression with Regularizations

Caroline Bernard-Michel, Laurent Gardes, Stéphane Girard

In "Li, L. and Yin, X. (2008). Sliced Inverse Regression with Regularizations. Biometrics, 64(1):124--131" a ridge SIR estimator is introduced as the solution of a minimization pro…

math.ST2011

Gaussian Regularized Sliced Inverse Regression

C. Bernard-Michel, L. Gardes, S. Girard

Sliced Inverse Regression (SIR) is an effective method for dimension reduction in high-dimensional regression problems. The original method, however, requires the inversion of the…

math.ST2011

Estimation of the Weibull tail-coefficient with linear combination of upper order statistics

Laurent Gardes, Stéphane Girard

We present a new family of estimators of the Weibull tail-coefficient. The Weibull tail-coefficient is defined as the regular variation coefficient of the inverse failure rate func…

math.ST20114 cited

Fast change point analysis on the Hurst index of piecewise fractional Brownian motion

Mehdi Fhima, Arnaud Guillin, Pierre R. Bertrand

In this presentation, we introduce a new method for change point analysis on the Hurst index for a piecewise fractional Brownian motion. We first set the model and the statistical…