54 citations · 76 across the 8 of their papers we have counts for
8 papers
Robust Reinforcement Learning with Distributional Risk-averse formulation
Pierre Clavier, Stéphanie Allassonière, Erwan Le Pennec
Robust Reinforcement Learning tries to make predictions more robust to changes in the dynamics or rewards of the system. This problem is particularly important when the dynamics an…
PAC-Bayesian aggregation of affine estimators
Lucie Montuelle, Erwan Le Pennec
Aggregating estimators using exponential weights depending on their risk appears optimal in expectation but not in probability. We use here a slight overpenalization to obtain orac…
Adaptive estimation in the nonparametric random coefficients binary choice model by needlet thresholding
Eric Gautier, Erwan Le Pennec
In the random coefficients binary choice model, a binary variable equals 1 iff an index is positive.The vectors and are independent and belong to the sphere $\mat…
Conditional Density Estimation by Penalized Likelihood Model Selection and Applications
Serge Cohen, Erwan Le Pennec
In this technical report, we consider conditional density estimation with a maximum likelihood approach. Under weak assumptions, we obtain a theoretical bound for a Kullback-Leible…
Radon needlet thresholding
Gerard Kerkyacharian, Erwan Le Pennec, Dominique Picard
We provide a new algorithm for the treatment of the noisy inversion of the Radon transform using an appropriate thresholding technique adapted to a well-chosen new localized basis.…
Inversion of noisy Radon transform by SVD based needlet
Gérard Kerkyacharian, George Kyriazis, Erwan Le Pennec +2
A linear method for inverting noisy observations of the Radon transform is developed based on decomposition systems (needlets) with rapidly decaying elements induced by the Radon t…
Bandlet Image Estimation with Model Selection
Charles Dossal, Erwan Le Pennec, Stéphane Mallat
To estimate geometrically regular images in the white noise model and obtain an adaptive near asymptotic minimaxity result, we consider a model selection based bandlet estimator. T…
Thresholding methods to estimate the copula density
Florent Autin, Erwan Le Pennec, Karine Tribouley
This paper deals with the problem of the multivariate copula density estimation. Using wavelet methods we provide two shrinkage procedures based on thresholding rules for which the…