Essec\Faculty\Model\Contribution {#2216
  #_index: "academ_contributions"
  #_id: "13892"
  #_source: array:26 [
    "id" => "13892"
    "slug" => "exponential-inequalities-for-nonstationary-markov-chains"
    "yearMonth" => "2019-06"
    "year" => "2019"
    "title" => "Exponential inequalities for nonstationary Markov chains"
    "description" => "ALQUIER, P., DOUKHAN, P. et FAN, X. (2019). Exponential inequalities for nonstationary Markov chains. <i>Dependence Modeling</i>, 7(1), pp. 150-168."
    "authors" => array:3 [
      0 => array:3 [
        "name" => "ALQUIER Pierre"
        "bid" => "B00809923"
        "slug" => "alquier-pierre"
      ]
      1 => array:1 [
        "name" => "DOUKHAN Paul"
      ]
      2 => array:1 [
        "name" => "FAN Xiequan"
      ]
    ]
    "ouvrage" => ""
    "keywords" => array:7 [
      0 => "Nonstationary Markov chains"
      1 => "Martingales"
      2 => "Exponential inequalities"
      3 => "Time series forecasting"
      4 => "Sta-tistical learning theory"
      5 => "Oracle inequalities"
      6 => "Model selection"
    ]
    "updatedAt" => "2024-10-31 13:51:19"
    "publicationUrl" => "https://www.degruyter.com/document/doi/10.1515/demo-2019-0007/html?lang=en"
    "publicationInfo" => array:3 [
      "pages" => "150-168"
      "volume" => "7"
      "number" => "1"
    ]
    "type" => array:2 [
      "fr" => "Articles"
      "en" => "Journal articles"
    ]
    "support_type" => array:2 [
      "fr" => "Revue scientifique"
      "en" => "Scientific journal"
    ]
    "countries" => array:2 [
      "fr" => null
      "en" => null
    ]
    "abstract" => array:2 [
      "fr" => "Exponential inequalities are main tools in machine learning theory. To prove exponential inequalities for non i.i.d random variables allows to extend many learning techniques to these variables. Indeed, much work has been done both on inequalities and learning theory for time series, in the past 15 years. How-ever, for the non-independent case, almost all the results concern stationary time series. This excludes many important applications: for example any series with a periodic behaviour is nonstationary. In this paper, we extend the basic tools of [19] to nonstationary Markov chains. As an application, we provide a Bernstein-type inequality, and we deduce risk bounds for the prediction of periodic autoregressive processes with an unknown period"
      "en" => "Exponential inequalities are main tools in machine learning theory. To prove exponential inequalities for non i.i.d random variables allows to extend many learning techniques to these variables. Indeed, much work has been done both on inequalities and learning theory for time series, in the past 15 years. How-ever, for the non-independent case, almost all the results concern stationary time series. This excludes many important applications: for example any series with a periodic behaviour is nonstationary. In this paper, we extend the basic tools of [19] to nonstationary Markov chains. As an application, we provide a Bernstein-type inequality, and we deduce risk bounds for the prediction of periodic autoregressive processes with an unknown period"
    ]
    "authors_fields" => array:2 [
      "fr" => "Systèmes d'Information, Data Analytics et Opérations"
      "en" => "Information Systems, Data Analytics and Operations"
    ]
    "indexedAt" => "2024-11-21T09:21:53.000Z"
    "docTitle" => "Exponential inequalities for nonstationary Markov chains"
    "docSurtitle" => "Journal articles"
    "authorNames" => "<a href="/cv/alquier-pierre">ALQUIER Pierre</a>, DOUKHAN Paul, FAN Xiequan"
    "docDescription" => "<span class="document-property-authors">ALQUIER Pierre, DOUKHAN Paul, FAN Xiequan</span><br><span class="document-property-authors_fields">Information Systems, Data Analytics and Operations</span> | <span class="document-property-year">2019</span>"
    "keywordList" => "<a href="#">Nonstationary Markov chains</a>, <a href="#">Martingales</a>, <a href="#">Exponential inequalities</a>, <a href="#">Time series forecasting</a>, <a href="#">Sta-tistical learning theory</a>, <a href="#">Oracle inequalities</a>, <a href="#">Model selection</a>"
    "docPreview" => "<b>Exponential inequalities for nonstationary Markov chains</b><br><span>2019-06 | Journal articles </span>"
    "docType" => "research"
    "publicationLink" => "<a href="https://www.degruyter.com/document/doi/10.1515/demo-2019-0007/html?lang=en" target="_blank">Exponential inequalities for nonstationary Markov chains</a>"
  ]
  +lang: "en"
  +"_type": "_doc"
  +"_score": 8.554104
  +"parent": null
}