Search Results for author: Agathe Guilloux

Found 12 papers, 5 papers with code

Dynamical Survival Analysis with Controlled Latent States

no code implementations30 Jan 2024 Linus Bleistein, Van-Tuan Nguyen, Adeline Fermanian, Agathe Guilloux

We consider the task of learning individual-specific intensities of counting processes from a set of static variables and irregularly sampled time series.

Management Survival Analysis +1

On the Generalization and Approximation Capacities of Neural Controlled Differential Equations

no code implementations26 May 2023 Linus Bleistein, Agathe Guilloux

Neural Controlled Differential Equations (NCDEs) are a state-of-the-art tool for supervised learning with irregularly sampled time series (Kidger, 2020).

Time Series

Learning the Dynamics of Sparsely Observed Interacting Systems

1 code implementation27 Jan 2023 Linus Bleistein, Adeline Fermanian, Anne-Sophie Jannot, Agathe Guilloux

We address the problem of learning the dynamics of an unknown non-parametric system linking a target and a feature time series.

Time Series Time Series Analysis

Binacox: automatic cut-point detection in high-dimensional Cox model with applications in genetics

1 code implementation25 Jul 2018 Simon Bussy, Mokhtar Z. Alaya, Anne-Sophie Jannot, Agathe Guilloux

We introduce the binacox, a prognostic method to deal with the problem of detecting multiple cut-points per features in a multivariate setting where a large number of continuous features are available.

feature selection Survival Analysis

ConvSCCS: convolutional self-controlled case series model for lagged adverse event detection

1 code implementation21 Dec 2017 Maryan Morel, Emmanuel Bacry, Stéphane Gaïffas, Agathe Guilloux, Fanny Leroy

With the increased availability of large databases of electronic health records (EHRs) comes the chance of enhancing health risks screening.

Event Detection Marketing

High-dimensional robust regression and outliers detection with SLOPE

no code implementations7 Dec 2017 Alain Virouleau, Agathe Guilloux, Stéphane Gaïffas, Malgorzata Bogdan

Following a recent set of works providing methods for simultaneous robust regression and outliers detection, we consider in this paper a model of linear regression with individual intercepts, in a high-dimensional setting.

regression Vocal Bursts Intensity Prediction

Binarsity: a penalization for one-hot encoded features in linear supervised learning

no code implementations24 Mar 2017 Mokhtar Z. Alaya, Simon Bussy, Stéphane Gaïffas, Agathe Guilloux

In each group of binary features coming from the one-hot encoding of a single raw continuous feature, this penalization uses total-variation regularization together with an extra linear constraint.

C-mix: a high dimensional mixture model for censored durations, with applications to genetic data

1 code implementation24 Oct 2016 Simon Bussy, Agathe Guilloux, Stéphane Gaïffas, Anne-Sophie Jannot

We introduce a mixture model for censored durations (C-mix), and develop maximum likelihood inference for the joint estimation of the time distributions and latent regression parameters of the model.

SGD with Variance Reduction beyond Empirical Risk Minimization

no code implementations16 Oct 2015 Massil Achab, Agathe Guilloux, Stéphane Gaïffas, Emmanuel Bacry

We introduce a doubly stochastic proximal gradient algorithm for optimizing a finite average of smooth convex functions, whose gradients depend on numerically expensive expectations.

Survival Analysis

Learning the intensity of time events with change-points

no code implementations2 Jul 2015 Mokhtar Zahdi Alaya, Stéphane Gaïffas, Agathe Guilloux

We prove that this leads to a sharp tuning of the convex relaxation of the segmentation prior, by stating oracle inequalities with fast rates of convergence, and consistency for change-points detection.

Segmentation

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