Edit Profile (opens in new tab) Alquier, Pierre Co-Author Distance Author ID: alquier.pierre Published as: Alquier, Pierre; Alquier, P. Homepage: https://pierrealquier.github.io/ External Links: MGP · Google Scholar · ResearchGate · Twitter · dblp · IdRef · theses.fr Documents Indexed: 40 Publications since 2008, including 6 Additional arXiv Preprints 1 Contribution as Editor Co-Authors: 35 Co-Authors with 35 Joint Publications 630 Co-Co-Authors all top 5 Co-Authors 6 single-authored 4 Doukhan, Paul 4 Hebiri, Mohamed 3 Chérief-Abdellatif, Badr-Eddine 3 Guedj, Benjamin 3 Wintenberger, Olivier 2 Cottet, Vincent 2 Fan, Xiequan 2 Friel, Nial 2 Mai, The Tien 2 Marie, Nicolas 2 Meziani, Katia 2 Ridgway, James 1 Bertin, Karine 1 Biau, Gérard 1 Boland, Aidan 1 Butucea, Cristina 1 Carel, Léna 1 Chopin, Nicolas 1 Derumigny, Alexis 1 Everitt, Richard Geoffrey 1 Fermanian, Jean-David 1 Garnier, Rémy 1 Gautier, Eric 1 Gerber, Mathieu 1 Imaizumi, Masaaki 1 Lecué, Guillaume 1 Li, Xiaoyin 1 Lounici, Karim 1 Maire, Florian 1 Nakakita, Shogo H. 1 Peyré, Gabriel 1 Rosier, Amélie 1 Stoltz, Gilles 1 Tomoyuki, Morimae 1 Wolfer, Geoffrey all top 5 Serials 8 Electronic Journal of Statistics 3 Statistics and Computing 2 The Annals of Statistics 2 Journal of Statistical Planning and Inference 2 Machine Learning 2 Mathematical Methods of Statistics 2 Bernoulli 2 Journal of Machine Learning Research (JMLR) 2 Dependence Modeling 1 Inverse Problems 1 Journal of the American Statistical Association 1 Statistics & Probability Letters 1 Stochastic Processes and their Applications 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Lecture Notes in Statistics 1 Advances in Data Analysis and Classification. ADAC all top 5 Fields 33 Statistics (62-XX) 12 Computer science (68-XX) 9 Probability theory and stochastic processes (60-XX) 8 Numerical analysis (65-XX) 3 Linear and multilinear algebra; matrix theory (15-XX) 2 Quantum theory (81-XX) 1 General and overarching topics; collections (00-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 31 Publications have been cited 294 times in 195 Documents Cited by ▼ Year ▼ Noisy Monte Carlo: convergence of Markov chains with approximate transition kernels. Zbl 1342.60122 Alquier, P.; Friel, N.; Everitt, R.; Boland, A. 41 2016 PAC-Bayesian bounds for sparse regression estimation with exponential weights. Zbl 1274.62463 Alquier, Pierre; Lounici, Karim 25 2011 On the properties of variational approximations of Gibbs posteriors. Zbl 1437.62129 Alquier, Pierre; Ridgway, James; Chopin, Nicolas 20 2016 A Bayesian approach for noisy matrix completion: optimal rate under general sampling distribution. Zbl 1317.62050 Mai, The Tien; Alquier, Pierre 18 2015 Sparse single-index model. Zbl 1320.62177 Alquier, Pierre; Biau, Gérard 18 2013 Model selection for weakly dependent time series forecasting. Zbl 1243.62117 Alquier, Pierre; Wintenberger, Olivier 17 2012 PAC-Bayesian bounds for randomized empirical risk minimizers. Zbl 1260.62038 Alquier, P. 14 2008 Estimation bounds and sharp oracle inequalities of regularized procedures with Lipschitz loss functions. Zbl 1466.62289 Alquier, Pierre; Cottet, Vincent; Lecué, Guillaume 12 2019 Concentration of tempered posteriors and of their variational approximations. Zbl 1454.62135 Alquier, Pierre; Ridgway, James 11 2020 Bayesian methods for low-rank matrix estimation: short survey and theoretical study. Zbl 1411.62136 Alquier, Pierre 11 2013 PAC-Bayesian estimation and prediction in sparse additive models. Zbl 1337.62075 Guedj, Benjamin; Alquier, Pierre 11 2013 Prediction of time series by statistical learning: general losses and fast rates. Zbl 06297673 Alquier, Pierre; Li, Xiaoyin; Wintenberger, Olivier 10 2013 1-bit matrix completion: PAC-Bayesian analysis of a variational approximation. Zbl 1461.15032 Cottet, Vincent; Alquier, Pierre 10 2018 Inverse problems and high-dimensional estimation. Stats in the Château summer school, Paris, France, August 31 – September 4, 2009. Zbl 1218.62002 9 2011 Sparsity considerations for dependent variables. Zbl 1274.62462 Alquier, Pierre; Doukhan, Paul 9 2011 Consistency of variational Bayes inference for estimation and model selection in mixtures. Zbl 1403.62035 Chérief-Abdellatif, Badr-Eddine; Alquier, Pierre 7 2018 An oracle inequality for quasi-Bayesian nonnegative matrix factorization. Zbl 1381.62222 Alquier, Pierre; Guedj, Benjamin 6 2017 Informed sub-sampling MCMC: approximate Bayesian inference for large datasets. Zbl 1430.62059 Maire, Florian; Friel, Nial; Alquier, Pierre 5 2019 High-dimensional VAR with low-rank transition. Zbl 1448.62130 Alquier, Pierre; Bertin, Karine; Doukhan, Paul; Garnier, Rémy 5 2020 Exponential inequalities for nonstationary Markov chains. Zbl 1434.60171 Alquier, Pierre; Doukhan, Paul; Fan, Xiequan 5 2019 Generalization of constraints for high dimensional regression problems. Zbl 1456.62137 Alquier, Pierre; Hebiri, Mohamed 4 2011 Density estimation with quadratic loss: a confidence intervals method. Zbl 1182.62071 Alquier, Pierre 4 2008 Iterative feature selection in least square regression estimation. Zbl 1206.62067 Alquier, Pierre 4 2008 Pseudo-Bayesian quantum tomography with rank-adaptation. Zbl 1395.62379 Mai, The Tien; Alquier, Pierre 4 2017 Finite sample properties of parametric MMD estimation: robustness to misspecification and dependence. Zbl 07467718 Chérief-Abdellatif, Badr-Eddine; Alquier, Pierre 4 2022 Matrix factorization for multivariate time series analysis. Zbl 1442.62195 Alquier, Pierre; Marie, Nicolas 2 2019 Adaptive estimation of the density matrix in quantum homodyne tomography with noisy data. Zbl 1276.81031 Alquier, P.; Meziani, K.; Peyré, G. 2 2013 Lasso, iterative feature selection and the correlation selector: oracle inequalities and numerical performances. Zbl 1320.62084 Alquier, Pierre 2 2008 Simpler PAC-Bayesian bounds for hostile data. Zbl 1464.62238 Alquier, Pierre; Guedj, Benjamin 2 2018 Transductive versions of the Lasso and the Dantzig selector. Zbl 1428.62312 Alquier, Pierre; Hebiri, Mohamed 1 2012 An algorithm for iterative selection of blocks of features. Zbl 1306.68128 Alquier, Pierre 1 2010 Finite sample properties of parametric MMD estimation: robustness to misspecification and dependence. Zbl 07467718 Chérief-Abdellatif, Badr-Eddine; Alquier, Pierre 4 2022 Concentration of tempered posteriors and of their variational approximations. Zbl 1454.62135 Alquier, Pierre; Ridgway, James 11 2020 High-dimensional VAR with low-rank transition. Zbl 1448.62130 Alquier, Pierre; Bertin, Karine; Doukhan, Paul; Garnier, Rémy 5 2020 Estimation bounds and sharp oracle inequalities of regularized procedures with Lipschitz loss functions. Zbl 1466.62289 Alquier, Pierre; Cottet, Vincent; Lecué, Guillaume 12 2019 Informed sub-sampling MCMC: approximate Bayesian inference for large datasets. Zbl 1430.62059 Maire, Florian; Friel, Nial; Alquier, Pierre 5 2019 Exponential inequalities for nonstationary Markov chains. Zbl 1434.60171 Alquier, Pierre; Doukhan, Paul; Fan, Xiequan 5 2019 Matrix factorization for multivariate time series analysis. Zbl 1442.62195 Alquier, Pierre; Marie, Nicolas 2 2019 1-bit matrix completion: PAC-Bayesian analysis of a variational approximation. Zbl 1461.15032 Cottet, Vincent; Alquier, Pierre 10 2018 Consistency of variational Bayes inference for estimation and model selection in mixtures. Zbl 1403.62035 Chérief-Abdellatif, Badr-Eddine; Alquier, Pierre 7 2018 Simpler PAC-Bayesian bounds for hostile data. Zbl 1464.62238 Alquier, Pierre; Guedj, Benjamin 2 2018 An oracle inequality for quasi-Bayesian nonnegative matrix factorization. Zbl 1381.62222 Alquier, Pierre; Guedj, Benjamin 6 2017 Pseudo-Bayesian quantum tomography with rank-adaptation. Zbl 1395.62379 Mai, The Tien; Alquier, Pierre 4 2017 Noisy Monte Carlo: convergence of Markov chains with approximate transition kernels. Zbl 1342.60122 Alquier, P.; Friel, N.; Everitt, R.; Boland, A. 41 2016 On the properties of variational approximations of Gibbs posteriors. Zbl 1437.62129 Alquier, Pierre; Ridgway, James; Chopin, Nicolas 20 2016 A Bayesian approach for noisy matrix completion: optimal rate under general sampling distribution. Zbl 1317.62050 Mai, The Tien; Alquier, Pierre 18 2015 Sparse single-index model. Zbl 1320.62177 Alquier, Pierre; Biau, Gérard 18 2013 Bayesian methods for low-rank matrix estimation: short survey and theoretical study. Zbl 1411.62136 Alquier, Pierre 11 2013 PAC-Bayesian estimation and prediction in sparse additive models. Zbl 1337.62075 Guedj, Benjamin; Alquier, Pierre 11 2013 Prediction of time series by statistical learning: general losses and fast rates. Zbl 06297673 Alquier, Pierre; Li, Xiaoyin; Wintenberger, Olivier 10 2013 Adaptive estimation of the density matrix in quantum homodyne tomography with noisy data. Zbl 1276.81031 Alquier, P.; Meziani, K.; Peyré, G. 2 2013 Model selection for weakly dependent time series forecasting. Zbl 1243.62117 Alquier, Pierre; Wintenberger, Olivier 17 2012 Transductive versions of the Lasso and the Dantzig selector. Zbl 1428.62312 Alquier, Pierre; Hebiri, Mohamed 1 2012 PAC-Bayesian bounds for sparse regression estimation with exponential weights. Zbl 1274.62463 Alquier, Pierre; Lounici, Karim 25 2011 Inverse problems and high-dimensional estimation. Stats in the Château summer school, Paris, France, August 31 – September 4, 2009. Zbl 1218.62002 9 2011 Sparsity considerations for dependent variables. Zbl 1274.62462 Alquier, Pierre; Doukhan, Paul 9 2011 Generalization of constraints for high dimensional regression problems. Zbl 1456.62137 Alquier, Pierre; Hebiri, Mohamed 4 2011 An algorithm for iterative selection of blocks of features. Zbl 1306.68128 Alquier, Pierre 1 2010 PAC-Bayesian bounds for randomized empirical risk minimizers. Zbl 1260.62038 Alquier, P. 14 2008 Density estimation with quadratic loss: a confidence intervals method. Zbl 1182.62071 Alquier, Pierre 4 2008 Iterative feature selection in least square regression estimation. Zbl 1206.62067 Alquier, Pierre 4 2008 Lasso, iterative feature selection and the correlation selector: oracle inequalities and numerical performances. Zbl 1320.62084 Alquier, Pierre 2 2008 all cited Publications top 5 cited Publications all top 5 Cited by 363 Authors 27 Alquier, Pierre 8 Dalalyan, Arnak S. 7 Friel, Nial 6 Guedj, Benjamin 5 Doukhan, Paul 5 Mai, The Tien 5 Rigollet, Philippe 4 Garnier, Rémy 4 Lecué, Guillaume 4 Nguyen Huy Tuan 4 Tsybakov, Alexandre B. 3 Chérief-Abdellatif, Badr-Eddine 3 Chopin, Nicolas 3 Everitt, Richard Geoffrey 3 Fan, Xiequan 3 Ghosh, Abhik 3 Lee, Taewook 3 Lounici, Karim 3 Maire, Florian 3 Medina-Aguayo, Felipe J. 3 Paris, Quentin 3 Park, Jaewoo 3 Ridgway, James 3 Rudolf, Daniel 3 Wintenberger, Olivier 3 Yoon, Youngjoo 2 Basu, Ayanendranath 2 Benson, Alan P. 2 Bhattacharya, Anirban 2 Chesneau, Christophe 2 Chinot, Geoffrey 2 Chiquet, Julien 2 Cottet, Vincent 2 Dang, Khue-Dung 2 Fadili, Jalal M. 2 Golubev, Yuriĭ K. 2 Grappin, Edwin 2 Haran, Murali 2 Hebiri, Mohamed 2 Kohn, Robert J. 2 Kuznetsov, Vitalii A. 2 Langhendries, Raphaël 2 Lerasle, Matthieu 2 Li, Cheng 2 Luu, Tung Duy 2 Marie, Nicolas 2 Martin, Ryan 2 Mazumder, Rahul 2 Minh, Nguyen Dang 2 Mohri, Mehryar 2 Nane, Erkan 2 Neykov, Matey 2 Nott, David John 2 Park, Cheolwoo 2 Pati, Debdeep 2 Quiroz, Matias 2 Richardson, Sylvia 2 Robbiano, Sylvain 2 Roberts, Gareth O. 2 Rosenthal, Jeffrey S. 2 Schweizer, Nikolaus 2 Srivastava, Sanvesh 2 Szabó, Botond 2 Tran, Minh Ngoc 2 Trong, Dang Duc 2 Villani, Mattias 2 Yang, Yun 2 Zhou, Wen-Xin 1 Ahfock, Daniel C. 1 Aickelin, Uwe 1 Akyildiz, Ömer Deniz 1 Arias-Castro, Ery 1 Audibert, Jean-Yves 1 Bahmani, Sohail 1 Baraud, Yannick 1 Bardet, Jean-Marc 1 Barreto-Souza, Wagner 1 Bayati, Mohsen Fathollah 1 Bellec, Pierre C. 1 Benslimane, Salim 1 Berkhout, Joost 1 Bertail, Patrice 1 Bertin, Karine 1 Bhattacharya, Indrabati 1 Birrell, Jeremiah 1 Blei, David M. 1 Boland, Aidan 1 Bottolo, Leonardo 1 Bouranis, Lampros 1 Bouveyron, Charles 1 Boyd, Stephen Poythress 1 Boys, Richard J. 1 Briol, François-Xavier 1 Buchholz, Alexander 1 Caimo, Alberto 1 Campbell, Trevor 1 Carel, Léna 1 Catoni, Olivier 1 Celentano, Michael 1 Chakraborty, Anirvan ...and 263 more Authors all top 5 Cited in 64 Serials 26 Electronic Journal of Statistics 22 The Annals of Statistics 16 Statistics and Computing 11 Journal of Machine Learning Research (JMLR) 7 Journal of Multivariate Analysis 7 Bernoulli 6 Journal of the American Statistical Association 5 Journal of Statistical Planning and Inference 5 Statistical Science 5 Computational Statistics and Data Analysis 5 Bayesian Analysis 4 Machine Learning 4 Stochastic Processes and their Applications 4 Statistica Sinica 4 Journal of Computational and Graphical Statistics 3 Statistics 3 Mathematical Methods of Statistics 2 Annals of the Institute of Statistical Mathematics 2 Probability Theory and Related Fields 2 Neural Computation 2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 2 Annals of Mathematics and Artificial Intelligence 2 The Annals of Applied Statistics 2 Dependence Modeling 2 SIAM/ASA Journal on Uncertainty Quantification 1 Advances in Applied Probability 1 Artificial Intelligence 1 Inverse Problems 1 Journal of Mathematical Analysis and Applications 1 Automatica 1 Journal of Applied Probability 1 Journal of Computer and System Sciences 1 Journal of Econometrics 1 Metron 1 Numerische Mathematik 1 Statistica Neerlandica 1 Statistics & Probability Letters 1 International Journal of Approximate Reasoning 1 SIAM Journal on Matrix Analysis and Applications 1 Annals of Operations Research 1 Journal of Global Optimization 1 Computational Statistics 1 Communications in Statistics. Simulation and Computation 1 Journal of Statistical Computation and Simulation 1 Mathematical Programming. Series A. Series B 1 Test 1 Journal of Inverse and Ill-Posed Problems 1 Electronic Communications in Probability 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Australian & New Zealand Journal of Statistics 1 Data Mining and Knowledge Discovery 1 Methodology and Computing in Applied Probability 1 Optimization and Engineering 1 Scandinavian Actuarial Journal 1 Journal of Applied Mathematics 1 Analysis and Applications (Singapore) 1 Journal of the Korean Statistical Society 1 Advances in Data Analysis and Classification. ADAC 1 Journal of Statistical Theory and Practice 1 Sankhyā. Series A 1 Journal of the Japan Statistical Society. Japanese Issue 1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys 1 Transactions of A. Razmadze Mathematical Institute 1 Electronic Research Archive all top 5 Cited in 21 Fields 174 Statistics (62-XX) 45 Probability theory and stochastic processes (60-XX) 39 Computer science (68-XX) 37 Numerical analysis (65-XX) 9 Operations research, mathematical programming (90-XX) 6 Linear and multilinear algebra; matrix theory (15-XX) 5 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 4 Partial differential equations (35-XX) 4 Systems theory; control (93-XX) 4 Information and communication theory, circuits (94-XX) 3 Harmonic analysis on Euclidean spaces (42-XX) 3 Operator theory (47-XX) 3 Quantum theory (81-XX) 2 Geophysics (86-XX) 1 History and biography (01-XX) 1 Combinatorics (05-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Difference and functional equations (39-XX) 1 Approximations and expansions (41-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Biology and other natural sciences (92-XX) Citations by Year