activity
20142026
most citedEmpirical risk minimization for heavy-tailed losses

61 citations · 72 across the 11 of their papers we have counts for

collaborators

11 papers

math.ST2026

Conformal Robust Set Estimation

Alejandro Cholaquidis, Emilien Joly, Leonardo Moreno

We introduce a robust conformal prediction method based on the half-mass radius $\dP(x):=\inf\{r>0:P(B(x,r))>1/2\}$. Its empirical version is exactly the distance from a point to i…

math.ST2024

GROS: A General Robust Aggregation Strategy

Alejandro Cholaquidis, Emilien Joly, Leonardo Moreno

A new, very general, robust procedure for combining estimators in metric spaces is introduced GROS. The method is reminiscent of the well-known median of means, as described in \ci…

math.PR2022

On the links between Stein transforms and concentration inequalities for dependent random variables

Santiago Arenas-Velilla, Emilien Joly

In this paper, we explore some links between transforms derived by Stein's method and concentration inequalities. In particular, we show that the stochastic domination of the zero…

math.ST2021

Regression with Missing Data, a Comparison Study of TechniquesBased on Random Forests

Irving Gómez-Méndez, Emilien Joly

In this paper we present the practical benefits of a new random forest algorithm to deal withmissing values in the sample. The purpose of this work is to compare the different solu…

stat.AP2020

A tractable non-adaptative group testing method for non-binary measurements

Emilien Joly, Bastien Mallein

The original problem of group testing consists in the identification of defective items in a collection, by applying tests on groups of items that detect the presence of at least o…

math.ST2020★ 1 cited

On the Consistency of a Random Forest Algorithm in the Presence of Missing Entries

Irving Gómez-Méndez, Emilien Joly

This paper tackles the problem of constructing a non-parametric predictor when the latent variables are given with incomplete information. The convenient predictor for this task is…