1 citations · 2 across the 7 of their papers we have counts for
4 papers · 1 filter
Online Policy Selection for Inventory Problems
Massil Hihat, Adeline Fermanian
We tackle online inventory problems where at each time period the manager makes a replenishment decision based on partial historical information in order to meet demands and minimi…
Multivariate Online Linear Regression for Hierarchical Forecasting
Massil Hihat, Guillaume Garrigos, Adeline Fermanian +1
In this paper, we consider a deterministic online linear regression model where we allow the responses to be multivariate. To address this problem, we introduce MultiVAW, a method…
Non-asymptotic Analysis of Biased Adaptive Stochastic Approximation
Sobihan Surendran, Antoine Godichon-Baggioni, Adeline Fermanian +1
Stochastic Gradient Descent (SGD) with adaptive steps is widely used to train deep neural networks and generative models. Most theoretical results assume that it is possible to obt…
Dynamical Survival Analysis with Controlled Latent States
Linus Bleistein, Van-Tuan Nguyen, Adeline Fermanian +1
We consider the task of learning individual-specific intensities of counting processes from a set of static variables and irregularly sampled time series. We introduce a novel mode…