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20042026
most citedA regression-based Monte Carlo method to solve backward stochastic differential equations

425 citations

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16 papers · 1 filter

stat.ML2025

Fast Gaussian process inference by exact Matérn kernel decomposition

Nicolas Langrené, Xavier Warin, Pierre Gruet

To speed up Gaussian process inference, a number of fast kernel matrix-vector multiplication (MVM) approximation algorithms have been proposed over the years. In this paper, we est…

stat.ML2024★ 1 cited

Conformal Prediction for Hierarchical Data

Guillaume Principato, Gilles Stoltz, Yvenn Amara-Ouali +3

We consider conformal prediction for multivariate data and focus on hierarchical data, where some components are linear combinations of others. Intuitively, the hierarchical struct…

stat.ML2024

One Wave To Explain Them All: A Unifying Perspective On Feature Attribution

Gabriel Kasmi, Amandine Brunetto, Thomas Fel +1

Feature attribution methods aim to improve the transparency of deep neural networks by identifying the input features that influence a model's decision. Pixel-based heatmaps have b…

stat.ML2023★ 1 cited

Conformal Prediction with Missing Values

Margaux Zaffran, Aymeric Dieuleveut, Julie Josse +1

Conformal prediction is a theoretically grounded framework for constructing predictive intervals. We study conformal prediction with missing values in the covariates -- a setting t…

stat.ML2022★ 2 cited

Bayesian sequential design of computer experiments for quantile set inversion

Romain Ait Abdelmalek-Lomenech, Julien Bect, Vincent Chabridon +1

We consider an unknown multivariate function representing a system-such as a complex numerical simulator-taking both deterministic and uncertain inputs. Our objective is to estimat…

stat.ML2022

Simultaneous off-the-grid learning of mixtures issued from a continuous dictionary

Cristina Butucea, Jean-François Delmas, Anne Dutfoy +1

In this paper we observe a set, possibly a continuum, of signals corrupted by noise. Each signal is a finite mixture of an unknown number of features belonging to a continuous dict…

stat.ML2022★ 3 cited

Off-the-grid learning of mixtures from a continuous dictionary

Cristina Butucea, Jean-François Delmas, Anne Dutfoy +1

We consider a general non-linear model where the signal is a finite mixture of an unknown, possibly increasing, number of features issued from a continuous dictionary parameterized…

stat.ML2022★ 17 cited

Adaptive Conformal Predictions for Time Series

Margaux Zaffran, Aymeric Dieuleveut, Olivier Féron +2

Uncertainty quantification of predictive models is crucial in decision-making problems. Conformal prediction is a general and theoretically sound answer. However, it requires excha…

stat.ML2021

Surrogate-based variational data assimilation for tidal modelling

Rem-Sophia Mouradi, Cédric Goeury, Olivier Thual +2

Data assimilation (DA) is widely used to combine physical knowledge and observations. It is nowadays commonly used in geosciences to perform parametric calibration. In a context of…

stat.ML2021

Making the most of your day: online learning for optimal allocation of time

Etienne Boursier, Tristan Garrec, Vianney Perchet +1

We study online learning for optimal allocation when the resource to be allocated is time. %Examples of possible applications include job scheduling for a computing server, a drive…

stat.ML2020★ 108 cited

Augmenting Physical Models with Deep Networks for Complex Dynamics Forecasting

Yuan Yin, Vincent Le Guen, Jérémie Dona +4

Forecasting complex dynamical phenomena in settings where only partial knowledge of their dynamics is available is a prevalent problem across various scientific fields. While purel…

stat.ML2017★ 36 cited

Introducing machine learning for power system operation support

Benjamin Donnot, Isabelle Guyon, Marc Schoenauer +2

We address the problem of assisting human dispatchers in operating power grids in today's changing context using machine learning, with theaim of increasing security and reducing c…

stat.ML2017

Nonnegative matrix factorization with side information for time series recovery and prediction

Jiali Mei, Yohann De Castro, Yannig Goude +2

Motivated by the reconstruction and the prediction of electricity consumption, we extend Nonnegative Matrix Factorization~(NMF) to take into account side information (column or row…

stat.ML2016★ 2 cited

Recovering Multiple Nonnegative Time Series From a Few Temporal Aggregates

Jiali Mei, Yohann De Castro, Yannig Goude +1

Motivated by electricity consumption metering, we extend existing nonnegative matrix factorization (NMF) algorithms to use linear measurements as observations, instead of matrix en…

stat.ML2015★ 9 cited

A Chaining Algorithm for Online Nonparametric Regression

Pierre Gaillard, Sébastien Gerchinovitz

We consider the problem of online nonparametric regression with arbitrary deterministic sequences. Using ideas from the chaining technique, we design an algorithm that achieves a D…

stat.ML2012★ 1 cited

Forecasting electricity consumption by aggregating specialized experts

Marie Devaine, Pierre Gaillard, Yannig Goude +1

We consider the setting of sequential prediction of arbitrary sequences based on specialized experts. We first provide a review of the relevant literature and present two theoretic…