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; Marie, Nicolas; Rosier, Amélie Tight risk bound for high dimensional time series completion. (English) Zbl 1493.62545 Electron. J. Stat. 16, No. 1, 3001-3035 (2022). MSC: 62M20 62H12 37A25 62H25 62M10 60B20 PDFBibTeX XMLCite \textit{P. Alquier} et al., Electron. J. Stat. 16, No. 1, 3001--3035 (2022; Zbl 1493.62545) Full Text: DOI arXiv Link
Chérief-Abdellatif, Badr-Eddine; Alquier, Pierre Finite sample properties of parametric MMD estimation: robustness to misspecification and dependence. (English) Zbl 07467718 Bernoulli 28, No. 1, 181-213 (2022). MSC: 62-XX 65-XX PDFBibTeX XMLCite \textit{B.-E. Chérief-Abdellatif} and \textit{P. Alquier}, Bernoulli 28, No. 1, 181--213 (2022; Zbl 07467718) Full Text: DOI arXiv Link
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; Marie, Nicolas Matrix factorization for multivariate time series analysis. (English) Zbl 1442.62195 Electron. J. Stat. 13, No. 2, 4346-4366 (2019). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M10 62H25 62H12 62G08 93E14 60G35 60B20 15B52 PDFBibTeX XMLCite \textit{P. Alquier} and \textit{N. Marie}, Electron. J. Stat. 13, No. 2, 4346--4366 (2019; Zbl 1442.62195) Full Text: DOI arXiv Euclid
Alquier, Pierre; Guedj, Benjamin Simpler PAC-Bayesian bounds for hostile data. (English) Zbl 1464.62238 Mach. Learn. 107, No. 5, 887-902 (2018). MSC: 62F15 68T05 PDFBibTeX XMLCite \textit{P. Alquier} and \textit{B. Guedj}, Mach. Learn. 107, No. 5, 887--902 (2018; Zbl 1464.62238) Full Text: DOI arXiv
Alquier, Pierre; Li, Xiaoyin; Wintenberger, Olivier Prediction of time series by statistical learning: general losses and fast rates. (English) Zbl 06297673 Depend. Model. 1, 65-93 (2013). MSC: 62M20 60G25 62M10 62P20 68Q32 68T05 PDFBibTeX XMLCite \textit{P. Alquier} et al., Depend. Model. 1, 65--93 (2013; Zbl 06297673) Full Text: DOI arXiv
Alquier, Pierre; Wintenberger, Olivier Model selection for weakly dependent time series forecasting. (English) Zbl 1243.62117 Bernoulli 18, No. 3, 883-913 (2012). MSC: 62M20 62M10 60E15 PDFBibTeX XMLCite \textit{P. Alquier} and \textit{O. Wintenberger}, Bernoulli 18, No. 3, 883--913 (2012; Zbl 1243.62117) Full Text: DOI arXiv Euclid
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