4 citations · 12 across the 9 of their papers we have counts for
Showing 2020Show all
2 papers · 1 filter
stat.ML2020
Feature Clustering for Support Identification in Extreme Regions
Hamid Jalalzai, Rémi Leluc
Understanding the complex structure of multivariate extremes is a major challenge in various fields from portfolio monitoring and environmental risk management to insurance. In the…
math.ST2020★ 1 cited
Asymptotic Analysis of Conditioned Stochastic Gradient Descent
Rémi Leluc, François Portier
In this paper, we investigate a general class of stochastic gradient descent (SGD) algorithms, called Conditioned SGD, based on a preconditioning of the gradient direction. Using a…