no code implementations • 21 Feb 2024 • Lucas Clarté, Adrien Vandenbroucque, Guillaume Dalle, Bruno Loureiro, Florent Krzakala, Lenka Zdeborová
We investigate popular resampling methods for estimating the uncertainty of statistical models, such as subsampling, bootstrap and the jackknife, and their performance in high-dimensional supervised regression tasks.
5 code implementations • 27 Jul 2022 • Guillaume Dalle, Léo Baty, Louis Bouvier, Axel Parmentier
We demonstrate its abilities using a pathfinding problem on video game maps as guiding example, as well as three other applications from operations research.
1 code implementation • 17 Jun 2021 • Guillaume Dalle, Yohann de Castro
High-dimensional time series are a core ingredient of the statistical modeling toolkit, for which numerous estimation methods are known. But when observations are scarce or corrupted, the learning task becomes much harder. The question is: how much harder?