Wintenberger, Olivier

1. A Strongly Quasiconvex PAC-Bayesian Bound
   2016/08/19 by Thiemann, Niklas, Igel, Christian, Wintenberger, Olivier +1 · 4 citations
   #FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML)
2. Multivariate sparse clustering for extremes
   2020/07/23 by Meyer, Nicolas, Wintenberger, Olivier · 2 citations
   #FOS: Mathematics #Statistics Theory (math.ST)
3. Stochastic Online Convex Optimization. Application to probabilistic time series forecasting
   2021/02/01 by Wintenberger, Olivier · 2 citations
   #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Statistics Theory (math.ST)
4. Hidden regular variation for point processes and the single/multiple large point heuristic
   2021/02/12 by Dombry, Clément, Tillier, Charles, Wintenberger, Olivier · 2 citations
   #FOS: Mathematics #Probability (math.PR)
5. 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
6. 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
7. Model selection for weakly dependent time series forecasting
   2009/02/17 by Alquier, Pierre, Wintenberger, Olivier · 1 citation
   #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Statistics Theory (math.ST)
8. Precise large deviations for dependent regularly varying sequences
   2012/06/07 by Thomas Mikosch, Mikosch, Thomas, Olivier Wintenberger +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
9. Continuous invertibility and stable QML estimation of the EGARCH(1,1) model
   2012/11/14 by Wintenberger, Olivier · 1 citation
   #FOS: Mathematics #Statistics Theory (math.ST)
10. GARCH models without positivity constraints: Exponential or Log GARCH?
    2012/11/09 by Francq, Christian, Wintenberger, Olivier, Zakoïan, Jean-Michel · 1 citation
    #FOS: Mathematics #Statistics Theory (math.ST)
11. On the tail behavior of a class of multivariate conditionally heteroskedastic processes
    2017/01/18 by Pedersen, Rasmus, Wintenberger, Olivier · 1 citation
    #FOS: Economics and business #FOS: Mathematics #Probability (math.PR) #Statistical Finance (q-fin.ST) #Statistics Theory (math.ST)
12. Efficient online algorithms for fast-rate regret bounds under sparsity
    2018/05/23 by Pierre Gaillard, Gaillard, Pierre, Wintenberger, Olivier · 1 citation
    Computer Science · Decision Sciences · #Advanced Bandit Algorithms Research #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Risk and Portfolio Optimization #Statistics Theory (math.ST) #Stochastic Gradient Optimization Techniques
13. 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