5 papers
A Central Limit Theorem for the Ewens-Pitman random partition in the large- regime via a martingale approach
Bernard Bercu, Claudia Contardi, Emanuele Dolera +1
The Ewens-Pitman model defines a distribution on random partitions of , with parameters and ; the case reduces to the classical Ewens mode…
A Gaussian process limit for the self-normalized Ewens-Pitman process
Bernard Bercu, Stefano Favaro
For an integer , consider a random partition of into partition sets with partition subsets of size , and assume $Π_…
An hybrid stochastic Newton algorithm for logistic regression
Bernard Bercu, Luis Fredes, Eméric Gbaguidi
In this paper, we investigate a second-order stochastic algorithm for solving large-scale binary classification problems. We propose to make use of a new hybrid stochastic Newton a…
A new look on large deviations and concentration inequalities for the Ewens-Pitman model
Bernard Bercu, Stefano Favaro
The Ewens-Pitman model is a probability distribution for random partitions of the set , parameterized by and , with corresponding to the…
On the SAGA algorithm with decreasing step
Luis Fredes, Bernard Bercu, Eméric Gbaguidi
Stochastic optimization naturally appear in many application areas, including machine learning. Our goal is to go further in the analysis of the Stochastic Average Gradient Acceler…