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stat.ML2026
Minimax estimation of the pseudo-spectral gap of continuous Markov chains, with applications to empirical concentration bounds
Vahe Karagulyan, Mikołaj Kasprzak, Pierre Alquier
We study the minimax estimation of the pseudo-spectral gap of a Markov chain from the observation of a single trajectory. Extending earlier works on finite-state space cha…
cs.AI2026
Position: agentic AI orchestration should be Bayes-consistent
Theodore Papamarkou, Pierre Alquier, Matthias Bauer +27
LLMs excel at predictive tasks and complex reasoning tasks, but many high-value deployments rely on decisions under uncertainty, for example, which tool to call, which expert to co…
stat.ME2026
Estimation of time series by Maximum Mean Discrepancy
Pierre Alquier, Jean-David Fermanian, Benjamin Poignard
We define two minimum distance estimators for dependent data by minimizing some approximated Maximum Mean Discrepancy distances between the true empirical distribution of observati…