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2020 – today
- 2024
[i7]Camila Fernandez, Pierre Gaillard, Joseph De Vilmarest, Olivier Wintenberger:
Online Learning Approach for Survival Analysis. CoRR abs/2402.05145 (2024)- [i6]Baptiste Abélès, Joseph De Vilmarest, Olivier Wintemberger:
Adaptive time series forecasting with markovian variance switching. CoRR abs/2402.14684 (2024) - 2023
- [i5]Guillaume Lambert, Bachir Hamrouche, Joseph De Vilmarest:
Frugal day-ahead forecasting of multiple local electricity loads by aggregating adaptive models. CoRR abs/2302.08192 (2023) - 2022
- [b1]Joseph De Vilmarest:
State-Space Models for Time Series Forecasting. Application to the Electricity Markets. (Modèles espace-état pour la prévision de séries temporelles. Application aux marchés électriques). Sorbonne University, Paris, France, 2022 - 2021
- [j1]Joseph De Vilmarest, Olivier Wintenberger:
Stochastic Online Optimization using Kalman Recursion. J. Mach. Learn. Res. 22: 223:1-223:55 (2021) - [i4]Joseph De Vilmarest, Olivier Wintenberger:
Recursive Estimation of State-Space Noise Covariance Matrix by Approximate Variational Bayes. CoRR abs/2104.10777 (2021) - 2020
- [i3]Joseph De Vilmarest, Olivier Wintenberger:
Stochastic Online Optimization using Kalman Recursion. CoRR abs/2002.03636 (2020) - [i2]David Obst, Joseph De Vilmarest, Yannig Goude:
Adaptive Methods for Short-Term Electricity Load Forecasting During COVID-19 Lockdown in France. CoRR abs/2009.06527 (2020)
2010 – 2019
- 2019
- [i1]Joseph De Vilmarest, Olivier Wintenberger:
Logarithmic Regret for parameter-free Online Logistic Regression. CoRR abs/1902.09803 (2019)
Coauthor Index
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