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20142024
most citedA consistent deterministic regression tree for non-parametric prediction of time series

1 citations · 2 across the 7 of their papers we have counts for

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math.ST2016★ 1 cited

Sparse Accelerated Exponential Weights

Pierre Gaillard, Olivier Wintenberger

We consider the stochastic optimization problem where a convex function is minimized observing recursively the gradients. We introduce SAEW, a new procedure that accelerates expone…

math.ST2014★ 1 cited

A consistent deterministic regression tree for non-parametric prediction of time series

Pierre Gaillard, Paul Baudin

We study online prediction of bounded stationary ergodic processes. To do so, we consider the setting of prediction of individual sequences and build a deterministic regression tre…