2 papers
cs.LG2023
On the convergence of the MLE as an estimator of the learning rate in the Exp3 algorithm
Julien Aubert, Luc Lehéricy, Patricia Reynaud-Bouret
When fitting the learning data of an individual to algorithm-like learning models, the observations are so dependent and non-stationary that one may wonder what the classical Maxim…
math.ST2021
Consistency of the maximum likelihood estimator in hidden Markov models with trends
Luc Lehéricy, Augustin Touron
A hidden Markov model with trends is a hidden Markov model whose emission distributions are translated by a trend that depends on the current hidden state and on the current time.…