1 citations · 1 across the 1 of their papers we have counts for
4 papers
Estimation via length-constrained generalized empirical principal curves under small noise
Sylvain Delattre, Aurélie Fischer
In this paper, we propose a method to build a sequence of generalized empirical principal curves, with selected length, so that, in Hausdor distance, the images of the estimating p…
Robust Bregman Clustering
Aurélie Fischer, Clément Levrard, Claire Brécheteau
Using a trimming approach, we investigate a k-means type method based on Bregman divergences for clustering data possibly corrupted with clutter noise. The main interest of Bregman…
Aggregation using input-output trade-off
Aurélie Fischer, Mathilde Mougeot
In this paper, we introduce a new learning strategy based on a seminal idea of Mojirsheibani (1999, 2000, 2002a, 2002b), who proposed a smart method for combining several classifie…
Convergence rates for smooth k-means change-point detection
Aurélie Fischer, Dominique Picard
In this paper, we consider the estimation of a change-point for possibly high-dimensional data in a Gaussian model, using a k-means method. We prove that, up to a logarithmic term,…