Fan, Xiequan; Alquier, Pierre; Doukhan, Paul Deviation inequalities for stochastic approximation by averaging. (English) Zbl 1502.60055 Stochastic Processes Appl. 152, 452-485 (2022). MSC: 60G42 60J05 60F10 60E15 PDFBibTeX XMLCite \textit{X. Fan} et al., Stochastic Processes Appl. 152, 452--485 (2022; Zbl 1502.60055) Full Text: DOI arXiv
Alquier, Pierre; Bertin, Karine; Doukhan, Paul; Garnier, Rémy High-dimensional VAR with low-rank transition. (English) Zbl 1448.62130 Stat. Comput. 30, No. 4, 1139-1153 (2020). MSC: 62M10 62M20 62P20 PDFBibTeX XMLCite \textit{P. Alquier} et al., Stat. Comput. 30, No. 4, 1139--1153 (2020; Zbl 1448.62130) Full Text: DOI arXiv
Alquier, Pierre; Doukhan, Paul; Fan, Xiequan Exponential inequalities for nonstationary Markov chains. (English) Zbl 1434.60171 Depend. Model. 7, 150-168 (2019). MSC: 60J05 60E15 62M05 62M10 62M20 68Q32 PDFBibTeX XMLCite \textit{P. Alquier} et al., Depend. Model. 7, 150--168 (2019; Zbl 1434.60171) Full Text: DOI arXiv
Alquier, Pierre; Doukhan, Paul Sparsity considerations for dependent variables. (English) Zbl 1274.62462 Electron. J. Stat. 5, 750-774 (2011). MSC: 62J07 62M10 62J05 62G07 62G08 PDFBibTeX XMLCite \textit{P. Alquier} and \textit{P. Doukhan}, Electron. J. Stat. 5, 750--774 (2011; Zbl 1274.62462) Full Text: DOI arXiv Euclid