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Fast rates in learning with dependent observations
In this paper we tackle the problem of fast rates in time series forecasting from a statistical learning perspective. In a serie of papers (e.g. Meir 2000, Modha and... -
Large deviations for the local fluctuations of random walks
International audience -
Chromatic PAC-Bayes Bounds for Non-IID Data: Applications to Ranking and Stat...
International audience -
Self normalized central limit theorem for some mixing processes
We prove a self normalized central limit theorem for a new mixing class of processes introduced in Kacem et al. (2013). This class is larger than the classical...
