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17 documents ordered by : Date Title first author name document type Submit date

1 - 2

Prediction of quantiles by statistical learning and application to GDP forecasting Alquier P., Li X. Dans Discovery Science - The Fifteenth International Conference on Discovery Science (DS 2012), France (2012) [hal-00671982 - version 3]

Model selection for weakly dependent time series forecasting Alquier P., Wintenberger O. Bernoulli 18, 3 (2012) pp 883-913 [hal-00362151 - version 4]

Rank penalized estimation of a quantum system Alquier P., Butucea C., Hebiri M., Meziani K. [hal-00705755 - version 2] (2012-06-19)

Fast rates in learning with dependent observations Alquier P., Wintenberger O. [hal-00671979 - version 1] (20/02/2012)

Book reviews, Fall 2012 Alquier P., Robert C. CHANCE 25, 4 (2012) 57-61 [hal-00725645 - version 1]

Sparse single-index model Alquier P., Biau G. [hal-00556652 - version 2] (05/10/2011)

Sparsity considerations for dependent variables Alquier P., Doukhan P. Electronic Journal of Statistics 5 (2011) pp 750-774 [hal-00564291 - version 5]

PAC-Bayesian Bounds for Sparse Regression Estimation with Exponential Weights Alquier P., Lounici K. [hal-00465801 - version 3] (2010-09-14)

Transductive versions of the LASSO and the Dantzig Selector Alquier P., Hebiri M. [hal-00390851 - version 3] (2010-05-04)

Model selection and randomization for weakly dependent time series forecasting Alquier P., Wintenberger O. 41èmes Journées de Statistique, SFdS, Bordeaux, France (2009) [inria-00386733 - version 1]