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7 papers · 2 filters
Probabilistic low-rank matrix completion on finite alphabets
Jean Lafond, Olga Klopp, Eric Moulines +1
The task of reconstructing a matrix given a sample of observedentries is known as the matrix completion problem. It arises ina wide range of problems, including recommender systems…
On the Complexity of A/B Testing
Emilie Kaufmann, Olivier Cappé, Aurélien Garivier
A/B testing refers to the task of determining the best option among two alternatives that yield random outcomes. We provide distribution-dependent lower bounds for the performance…
Aggregation of predictors for nonstationary sub-linear processes and online adaptive forecasting of time varying autoregressive processes
Christophe Giraud, François Roueff, Andres Sanchez-Perez
In this work, we study the problem of aggregating a finite number of predictors for nonstationary sub-linear processes. We provide oracle inequalities relying essentially on three…
Multiresolution Analysis of Incomplete Rankings
Stéphan Clémençon, Jérémie Jakubowicz, Eric Sibony
Incomplete rankings on a set of items are orderings of the form , with and . T…
Convergence of Markovian Stochastic Approximation with discontinuous dynamics
Gersende Fort, Eric Moulines, Amandine Schreck +1
This paper is devoted to the convergence analysis of stochastic approximation algorithms of the form where is…
Uniform ergodicity of the Particle Gibbs sampler
Fredrik Lindsten, Randal Douc, Eric Moulines
The particle Gibbs (PG) sampler is a systematic way of using a particle filter within Markov chain Monte Carlo (MCMC). This results in an off-the-shelf Markov kernel on the space o…