output
20052026
most citedOperational Research: Methods and Applications

120 citations

Showing 2024Show all

9 papers · 1 filter

math.ST2024

On importance sampling and independent Metropolis-Hastings with an unbounded weight function

George Deligiannidis, Pierre E. Jacob, El Mahdi Khribch +1

Importance sampling and independent Metropolis-Hastings are among the fundamental building blocks of Monte Carlo methods. Both require a proposal distribution that globally approxi…

stat.ML2024

Minimax optimality of deep neural networks on dependent data via PAC-Bayes bounds

Pierre Alquier, William Kengne

In a groundbreaking work, Schmidt-Hieber (2020) proved the minimax optimality of deep neural networks with ReLu activation for least-square regression estimation over a large class…

stat.ML2024

Learning with Importance Weighted Variational Inference

Kamélia Daudel, François Roueff

Several variational bounds involving importance weighting ideas generalize the Evidence Lower BOund (ELBO) for marginal likelihood optimization, such as the Importance-weighted Aut…

math.OC2024

The Multi-Commodity Flow Problem with Outsourcing Decisions

Elena Fernandez, Ivana Ljubic, Nicolas Zerega

We address a new prize-collecting problem of routing commodities in a given network with hub and non-hub nodes, in which the service of the non-hub nodes will be outsourced to thir…

math.OC2024★ 4 cited

Bilevel optimization with sustainability perspective: A survey on applications

Giulia Caselli, Manuel Iori, Ivana Ljubić

Bilevel optimization, a well-established field for modeling hierarchical decision-making problems, has recently intersected with sustainability studies and practices, resulting in…

stat.ML2024

Logarithmic Smoothing for Pessimistic Off-Policy Evaluation, Selection and Learning

Otmane Sakhi, Imad Aouali, Pierre Alquier +1

This work investigates the offline formulation of the contextual bandit problem, where the goal is to leverage past interactions collected under a behavior policy to evaluate, sele…

math.OC2024★ 4 cited

Aircraft Conflict Resolution: A Benchmark Generator

Mercedes Pelegrin, Martina Cerulli

Aircraft conflict resolution is one of the major tasks of computer-aided air traffic management and represents a challenging optimization problem. Many models and methods have been…

stat.ME2024

One-Bit Total Variation Denoising over Networks with Applications to Partially Observed Epidemics

Claire Donnat, Olga Klopp, Nicolas Verzelen

This paper introduces a novel approach for epidemic nowcasting and forecasting over networks using total variation (TV) denoising, a method inspired by classical signal processing…

math.ST2024

Generalized multi-view model: Adaptive density estimation under low-rank constraints

Julien Chhor, Olga Klopp, Alexandre Tsybakov

We study the problem of bivariate discrete or continuous probability density estimation under low-rank constraints.For discrete distributions, we assume that the two-dimensional ar…