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math.ST2019
A quantitative Mc Diarmid's inequality for geometrically ergodic Markov chains
Antoine Havet, Matthieu Lerasle, Eric Moulines +1
We state and prove a quantitative version of the bounded difference inequality for geometrically ergodic Markov chains. Our proof uses the same martingale decomposition as \cite{MR…
math.ST2018
A Bayesian nonparametric approach for generalized Bradley-Terry models in random environment
Sylvain Le Corff, Matthieu Lerasle, Elodie Vernet
This paper deals with the estimation of the unknown distribution of hidden random variables from the observation of pairwise comparisons between these variables. This problem is in…