Olivier Wintenberger
- Optimal learning with Bernstein Online Aggregation
2014/04/04 by Olivier Wintenberger, Wintenberger, Olivier · 2 citations
Computer Science · Decision Sciences · #Advanced Bandit Algorithms Research #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Machine Learning and Algorithms #Statistics Theory (math.ST) #Stochastic Gradient Optimization Techniques
- Weakly dependent chains with infinite memory
2007/12/19 by Paul Doukhan, Olivier Wintenberger, Doukhan, Paul +1 · 1 citation
Mathematics · Economics, Econometrics and Finance · #Stochastic processes and statistical mechanics #Stochastic processes and financial applications #Markov Chains and Monte Carlo Methods
- Precise large deviations for dependent regularly varying sequences
2012/06/07 by Thomas Mikosch, Olivier Wintenberger, Mikosch, Thomas +1 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Probability and Risk Models #Statistics Theory (math.ST) #Stochastic processes and statistical mechanics
- Stochastic Online Optimization using Kalman Recursion
2020/02/10 by Joseph de Vilmarest, Olivier Wintenberger, de Vilmarest, Joseph +1 · 1 citation
Decision Sciences · Computer Science · #Advanced Bandit Algorithms Research #Optimization and Search Problems #Data Stream Mining Techniques
- Viking: Variational Bayesian Variance Tracking
2021/04/16 by Joseph de Vilmarest, de Vilmarest, Joseph, Olivier Wintenberger +1 · 1 citation
Computer Science · #Artificial Intelligence (cs.AI) #Bayesian Modeling and Causal Inference #FOS: Computer and information sciences #Gaussian Processes and Bayesian Inference #Machine Learning (cs.LG) #Target Tracking and Data Fusion in Sensor Networks