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12 papers · 2 filters
Stochastic Heavy Ball
Sébastien Gadat, Fabien Panloup, Sofiane Saadane
This paper deals with a natural stochastic optimization procedure derived from the so-called Heavy-ball method differential equation, which was introduced by Polyak in the 1960s wi…
Cross-validation estimation of covariance parameters under fixed-domain asymptotics
Francois Bachoc, Agnes Lagnoux, Thi Mong Ngoc Nguyen
We consider a one-dimensional Gaussian process having exponential covariance function. Under fixed-domain asymptotics, we prove the strong consistency and asymptotic normality of a…
Lp and almost sure rates of convergence of averaged stochastic gradient algorithms: locally strongly convex objective
Antoine Godichon-Baggioni
An usual problem in statistics consists in estimating the minimizer of a convex function. When we have to deal with large samples taking values in high dimensional spaces, stochast…
A new gene co-expression network analysis based on Core Structure Detection (CSD)
A-C Brunet, J-M Azais, J-M Loubes +2
We propose a novel method to cluster gene networks. Based on a dissimilarity built using correlation structures, we consider networks that connect all the genes based on the streng…
Convergence of Multivariate Quantile Surfaces
Adil Ahidar-Coutrix, Philippe Berthet
We define the quantile set of order associated to a law on to be the collection of its directional quantiles seen from an observer…
Minimax convergence rate for estimating the Wasserstein barycenter of random measures on the real line
Jérémie Bigot, Raúl Gouet, Thierry Klein +1
This paper is focused on the statistical analysis of probability measures on that can be viewed as independent realizations of an underlying stoch…