57 citations · 174 across the 20 of their papers we have counts for
22 papers
Conditional Distribution Quantization in Machine Learning
Blaise Delattre, Sylvain Delattre, Alexandre Vérine +1
Conditional expectation \mathbb{E}(Y \mid X) often fails to capture the complexity of multimodal conditional distributions \mathcal{L}(Y \mid X). To address this, we propose using…
Markov decision processes: on the convergence of the Monte-Carlo first visit algorithm
Sylvain Delattre, Nicolas Fournier
We consider the Monte-Carlo first visit algorithm, of which the goal is to find the optimal control in a Markov decision process with finite state space and finite number of possib…
Rate of Estimation for the Stationary Distribution of Stochastic Damping Hamiltonian Systems with Continuous Observations
Sylvain Delattre, Arnaud Gloter, Nakahiro Yoshida
We study the problem of the non-parametric estimation for the density of the stationary distribution of a stochastic two-dimensional damping Hamiltonian system $(Z_t)_{t\in[0,T…
Estimation via length-constrained generalized empirical principal curves under small noise
Sylvain Delattre, Aurélie Fischer
In this paper, we propose a method to build a sequence of generalized empirical principal curves, with selected length, so that, in Hausdor distance, the images of the estimating p…
Estimating minimum effect with outlier selection
Alexandra Carpentier, Sylvain Delattre, Etienne Roquain +1
We introduce one-sided versions of Huber's contamination model, in which corrupted samples tend to take larger values than uncorrupted ones. Two intertwined problems are addressed:…
On principal curves with a length constraint
Sylvain Delattre, Aurélie Fischer
Principal curves are defined as parametric curves passing through the "middle" of a probability distribution in R^d. In addition to the original definition based on self-consistenc…