125 citations
- Centre de Recherche en Économie et StatistiqueFR30 papers
- Centre for Research in Engineering Surface TechnologyIE14 papers
- Center for Responsible TravelUS9 papers
- Centre National de la Recherche ScientifiqueFR7 papers
- École Nationale de la Statistique et de l'Analyse de l'InformationFR6 papers
- Université Paris Dauphine-PSLFR4 papers
- Centre de Recherche en Mathématiques de la DécisionFR3 papers
- Columbia UniversityUS3 papers
- Criteo (France)FR3 papers
- École PolytechniqueFR3 papers
- HEC ParisFR3 papers
- Laboratoire de Probabilités et Modèles AléatoiresFR3 papers
4 papers · 2 filters
Algorithms of Robust Stochastic Optimization Based on Mirror Descent Method
Anatoli Juditsky, Alexander Nazin, Arkadi Nemirovsky +1
We propose an approach to construction of robust non-Euclidean iterative algorithms for convex composite stochastic optimization based on truncation of stochastic gradients. For su…
Differentially private sub-Gaussian location estimators
Marco Avella-Medina, Victor-Emmanuel Brunel
We tackle the problem of estimating a location parameter with differential privacy guarantees and sub-Gaussian deviations. Recent work in statistics has focused on the study of est…
On the construction of confidence intervals for ratios of expectations
Alexis Derumigny, Lucas Girard, Yannick Guyonvarch
In econometrics, many parameters of interest can be written as ratios of expectations. The main approach to construct confidence intervals for such parameters is the delta method.…
A nonasymptotic law of iterated logarithm for general M-estimators
Victor-Emmanuel Brunel, Arnak S. Dalalyan, Nicolas Schreuder
M-estimators are ubiquitous in machine learning and statistical learning theory. They are used both for defining prediction strategies and for evaluating their precision. In this p…