2 papers
math.ST2022
Hold-out estimates of prediction models for Markov processes
Remy Garnier, Raphaël Langhendries, Joseph Rynkiewicz
We consider the selection of prediction models for Markovian time series. For this purpose, we study the theoretical properties of the hold-out method. In the econometrics literatu…
stat.ML2020
Deviation bound for non-causal machine learning
Rémy Garnier, Raphaël Langhendries
Concentration inequalities are widely used for analyzing machine learning algorithms. However, current concentration inequalities cannot be applied to some of the most popular deep…