75 citations · 235 across the 62 of their papers we have counts for
28 papers · 1 filter
High-Probability Minimax Adaptive Estimation in Besov Spaces via Online-to-Batch
Paul Liautaud, Pierre Gaillard, Olivier Wintenberger
We study nonparametric regression over Besov spaces from noisy observations under sub-exponential noise, aiming to achieve minimax-optimal guarantees on the integrated squared erro…
Stochastic Optimization in Semi-Discrete Optimal Transport: Convergence Analysis and Minimax Rate
Ferdinand Genans, Antoine Godichon-Baggioni, François-Xavier Vialard +1
We investigate the semi-discrete Optimal Transport (OT) problem, where a continuous source measure is transported to a discrete target measure , with particular attention to…
Minimax Adaptive Online Nonparametric Regression over Besov Spaces
Paul Liautaud, Pierre Gaillard, Olivier Wintenberger
We study online adversarial regression with convex losses against a rich class of continuous yet highly irregular prediction rules, modeled by Besov spaces with general…
Power comparison of sequential testing by betting procedures
Amaury Durand, Olivier Wintenberger
In this paper, we derive power guarantees of some sequential tests for bounded mean under general alternatives. We focus on testing procedures using nonnegative supermartingales wh…
Minimax-optimal and Locally-adaptive Online Nonparametric Regression
Paul Liautaud, Pierre Gaillard, Olivier Wintenberger
We study adversarial online nonparametric regression with general convex losses and propose a parameter-free learning algorithm that achieves minimax optimal rates. Our approach le…
Infinite random forests for imbalanced classification tasks
Moria Mayala, Olivier Wintenberger, Charles Tillier +1
We study predictive probability inference in classification tasks using random forests under class imbalance. We focus on two simplified variants of Breiman's algorithm, namely sub…