Search Results for author: François Roueff

Found 7 papers, 1 papers with code

New penalized criteria for smooth non-negative tensor factorization with missing entries

no code implementations22 Mar 2022 Amaury Durand, François Roueff, Jean-Marc Jicquel, Nicolas Paul

We investigate several criteria used for non-negative tensor factorization in the case where some entries are missing.

Smooth nonnegative tensor factorization for multi-sites electrical load monitoring

no code implementations12 Mar 2021 Amaury Durand, François Roueff, Jean-Marc Jicquel, Nicolas Paul

The analysis of load curves collected from smart meters is a key step for many energy management tasks ranging from consumption forecasting to customers characterization and load monitoring.

Clustering energy management +1

Monotonic Alpha-divergence Minimisation for Variational Inference

no code implementations9 Mar 2021 Kamélia Daudel, Randal Douc, François Roueff

In this paper, we introduce a novel family of iterative algorithms which carry out $\alpha$-divergence minimisation in a Variational Inference context.

Variational Inference

Nonlinear Functional Output Regression: a Dictionary Approach

no code implementations3 Mar 2020 Dimitri Bouche, Marianne Clausel, François Roueff, Florence d'Alché-Buc

Then, in the more general setting of integral losses based on differentiable ground losses, KPL is implemented using first-order optimization for both fully and partially observed output functions.

Dictionary Learning regression

Anomaly Detection and Localisation using Mixed Graphical Models

no code implementations20 Jul 2016 Romain Laby, François Roueff, Alexandre Gramfort

We propose a method that performs anomaly detection and localisation within heterogeneous data using a pairwise undirected mixed graphical model.

Anomaly Detection

Aggregation of predictors for nonstationary sub-linear processes and online adaptive forecasting of time varying autoregressive processes

no code implementations27 Apr 2014 Christophe Giraud, François Roueff, Andres Sanchez-Perez

It is obtained by aggregating a finite number of well chosen predictors, each of them enjoying an optimal minimax convergence rate under specific smoothness conditions on the TVAR coefficients.

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