3 papers
stat.ML2026
Robust Bayesian Inference via Variational Approximations of Generalized Rho-Posteriors
EL Mahdi Khribch, Pierre Alquier
We introduce the -posterior, a modified version of the -posterior, obtained by replacing the supremum over competitor parameters with a softmax aggregation. This mo…
stat.ML2024
Convergence of Statistical Estimators via Mutual Information Bounds
El Mahdi Khribch, Pierre Alquier
Recent advances in statistical learning theory have revealed profound connections between mutual information (MI) bounds, PAC-Bayesian theory, and Bayesian nonparametrics. This wor…
math.ST2024
Optimistic Estimation of Convergence in Markov Chains with the Average-Mixing Time
Geoffrey Wolfer, Pierre Alquier
The convergence rate of a Markov chain to its stationary distribution is typically assessed using the concept of total variation mixing time. However, this worst-case measure often…