Search Results for author: Paul Doukhan

Found 3 papers, 0 papers with code

Deviation inequalities for stochastic approximation by averaging

no code implementations17 Feb 2021 Xiequan Fan, Pierre Alquier, Paul Doukhan

We introduce a class of Markov chains, that contains the model of stochastic approximation by averaging and non-averaging.

High dimensional VAR with low rank transition

no code implementations2 May 2019 Pierre Alquier, Karine Bertin, Paul Doukhan, Rémy Garnier

We propose a vector auto-regressive (VAR) model with a low-rank constraint on the transition matrix.

Exponential inequalities for nonstationary Markov Chains

no code implementations27 Aug 2018 Pierre Alquier, Paul Doukhan, Xiequan Fan

In this paper, we extend the basic tools of Dedecker and Fan (2015) to nonstationary Markov chains.

Learning Theory Time Series

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