2 papers
math.ST2024
General oracle inequalities for a penalized log-likelihood criterion based on non-stationary data
Julien Aubert, Luc Lehéricy, Patricia Reynaud-Bouret
We prove oracle inequalities for a penalized log-likelihood criterion that hold even if the data are not independent and not stationary, based on a martingale approach. The assumpt…
cs.LG2023
On the convergence of the MLE as an estimator of the learning rate in the Exp3 algorithm
Julien Aubert, Luc Lehéricy, Patricia Reynaud-Bouret
When fitting the learning data of an individual to algorithm-like learning models, the observations are so dependent and non-stationary that one may wonder what the classical Maxim…