WorldCat Identities

Catoni, Olivier

Overview
Works: 13 works in 39 publications in 2 languages and 482 library holdings
Genres: Conference proceedings 
Roles: Editor
Classifications: QA273, 519.542
Publication Timeline
Key
Publications about  Olivier Catoni Publications about Olivier Catoni
Publications by  Olivier Catoni Publications by Olivier Catoni
Most widely held works by Olivier Catoni
Statistical learning theory and stochastic optimization : Ecole d'Eté de Probabilités de Saint-Flour XXXI--2001 by Olivier Catoni ( Book )
18 editions published in 2004 in English and held by 391 WorldCat member libraries worldwide
Statistical learning theory is aimed at analyzing complex data with necessarily approximate models. This book is intended for an audience with a graduate background in probability theory and statistics. It will be useful to any reader wondering why it may be a good idea, to use as is often done in practice a notoriously "wrong'' (i.e. over-simplified) model to predict, estimate or classify. This point of view takes its roots in three fields: information theory, statistical mechanics, and PAC-Bayesian theorems. Results on the large deviations of trajectories of Markov chains with rare transitions are also included. They are meant to provide a better understanding of stochastic optimization algorithms of common use in computing estimators. The author focuses on non-asymptotic bounds of the statistical risk, allowing one to choose adaptively between rich and structured families of models and corresponding estimators. Two mathematical objects pervade the book: entropy and Gibbs measures. The goal is to show how to turn them into versatile and efficient technical tools, that will stimulate further studies and results
PAC-Bayesian supervised classification : the thermodynamics of statistical learning by Olivier Catoni ( Book )
7 editions published between 2007 and 2008 in English and held by 69 WorldCat member libraries worldwide
This e-book is the product of Project Euclid and its mission to advance scholarly communication in the field of theoretical and applied mathematics and statistics. Project Euclid was developed and deployed by the Cornell University Library and is jointly managed by Cornell and the Duke University Press
Statistical Learning Theory and Stochastic Optimization Ecole dEt de Probabilit s de Saint-Flour XXXI - 2001 00 ( )
1 edition published in 2004 in English and held by 7 WorldCat member libraries worldwide
Etude asymptotique des algorithmes de recuit simule by Olivier Catoni ( Book )
3 editions published in 1990 in French and held by 5 WorldCat member libraries worldwide
LES ALGORITHMES DE RECUIT SIMULE SONT UNE METHODE D'OPTIMISATION APPROCHEE OU L'ESPACE DES ETATS EST EXPLORE PAR UNE CHAINE DE MARKOV INHOMOGENE. NOUS ETUDIONS LA DYNAMIQUE DE METROPOLIS SUR UN ESPACE FINI PAR DES METHODES DE GRANDES DEVIATIONS. UNE DECOMPOSITION DE L'ESPACE EN CYCLES, SUIVANT WENTZELL ET FREIDLIN, CONDUIT A ESTIMER LA LOI DU TEMPS ET DU POINT D'ENTREE DANS UN ENSEMBLE POUR LES TRAJECTOIRES DEMEUREES DANS UN AUTRE ENSEMBLE DONNE. LA PREUVE, PAR RECURRENCE, ETABLIT QUE LES ESTIMATIONS SE CONSERVENT PAR COMPOSITION DES LOIS PAR PRODUIT TENSORIEL INTERIEUR. SUIVENT DES APPLICATIONS: UN COMPLEMENT AU THEOREME DE HAJEK SUR LES CONDITIONS NECESSAIRES ET SUFFISANTES DE CONVERGENCE, UNE BORNE SUPERIEURE POUR LA VITESSE DE CONVERGENCE, DES ESTIMEES DE LA LOI DU SYSTEME POUR DIFFERENTES SUITES DE TEMPERATURES. NOUS MONTRONS QUE LA SUITE DE TEMPERATURES OPTIMALE EN HORIZON FINI LOINTAIN DECROIT COMME L'INVERSE DU LOGARITHME DANS SA PREMIERE PARTIE, MAIS EN GENERAL PAS DANS SA PARTIE PROCHE DE L'HORIZON. ON OBTIENT PAR CONTRE UN TAUX DE CONVERGENCE ASYMPTOTIQUEMENT OPTIMAL AU SENS DES EQUIVALENTS LOGARITHMIQUES AVEC DES SUITES DE TEMPERATURES GEOMETRIQUES DONT LE TAUX EST CONVENABLEMENT ADAPTE A L'HORIZON
Numéro special en l'honneur de J. Bretagnolle, D. Dacunha-Castelle, I. Ibragimov ( Book )
2 editions published in 2002 in English and held by 3 WorldCat member libraries worldwide
Méthodes d'accélération pour les chaînes de Markov à transitions exponentielles by CECILE COT ( Book )
1 edition published in 1998 in French and held by 2 WorldCat member libraries worldwide
CETTE THESE PRESENTE QUATRE TYPES D'ACCELERATION POUR LES ALGORITHMES D'OPTIMISATION STOCHASTIQUES CLASSIQUES TELS QUE LES DYNAMIQUES DE METROPOLIS OU DE GLAUBER. TOUTES SONT BASEES SUR L'IDEE DE REDUIRE LA TAILLE DE L'ESPACE DES ETATS ACTIFS DE CHAQUE PHASE DE L'ALGORITHME. DANS LA PREMIERE PARTIE, ON S'INTERESSE AU RECUIT SIMULE AVEC DES SCHEMAS DE TEMPERATURE TRIANGULAIRES GEOMETRIQUES DECROISSANTS, CONSTANTS PAR PALIERS. ON MONTRE QUE DE TELS SCHEMAS PERMETTENT D'OBTENIR L'EXPOSANT OPTIMAL POUR LA VITESSE DE CONVERGENCE. DANS LA SECONDE PARTIE, ON CONSTRUIT UN ALGORITHME MARKOVIEN POTENTIELLEMENT PARALLELE, APPELE ALGORITHME MULTI-RESOLUTION. IL UTILISE DES TENTATIVES LOCALES ET MULTIPLES DE L'ALGORITHME DE METROPOLIS. EN JOUANT SUR LE NOMBRE DE TENTATIVES (RESP. LA TAILLE DES FENETRES DE LOCALISATION), ON PEUT ABAISSER LA BARRIERE DE POTENTIEL LOCALE (RESP. GLOBALE). DANS LA TROISIEME PARTIE, ON SE PLACE SUR UN ESPACE HIERARCHISABLE EN PLUSIEURS NIVEAUX DE RESOLUTION. ON DEFINIT UN ALGORITHME MARKOVIEN, APPELE ALGORITHME HIERARCHIQUE, POUR LEQUEL CHAQUE RECHERCHE BASSE RESOLUTION EST VALIDEE PAR UNE OPTIMISATION A HAUTE RESOLUTION. CET ALGORITHME ECHANTILLONNE PARTIELLEMENT LA LOI DE GIBBS. C'EST UN PRE-TRAITEMENT DE L'ALGORITHME DE METROPOLIS STANDARD. ON CALCULE UN GAIN DE TEMPS EFFECTIF SUR LE PROBLEME DE META-STABILITE DU MODELE D'ISING. LA QUATRIEME PARTIE, EXPERIMENTALE, ACCOMPAGNE L'ETUDE THEORIQUE FAITE SUR LES ALGORITHMES PRECEDENTS. ON ILLUSTRE LEURS PERFORMANCES POUR LA RESTAURATION DE SEQUENCES VIDEO CORROMPUES PAR UN BRUIT GAUSSIEN. ON PROPOSE UN MODELE DE RECONSTRUCTION DICHOTOMIQUE DES LIGNES DE NIVEAUX INTRODUIT PAR O. CATONI, PRENANT EN COMPTE UN BRUIT GAUSSIEN ET LES CORRELATIONS TEMPORELLES
Exposé de synthèse en vue de la soutenance d'une habilitation à diriger des recherches : spécialité : Mathématiques by Olivier Catoni ( Book )
1 edition published in 1997 in French and held by 2 WorldCat member libraries worldwide
En l'honneur de J. Bretagnolle, D.Daunha-Castelle, I Ibrgimov ( Book )
1 edition published in 2002 in English and held by 1 WorldCat member library worldwide
Image restoration by stochastic dichotomic reconstruction of contour lines by Olivier Catoni ( )
1 edition published in 1992 in English and held by 1 WorldCat member library worldwide
Statistical learning theory and stochastic optimization : Ecole d'été de probabilités de Saint-Flour by Olivier Catoni ( Book )
1 edition published in 2004 in English and held by 1 WorldCat member library worldwide
Rough large deviations estimates for simulated annealing : application to exponential schedules ( Book )
1 edition published in 1990 in English and held by 0 WorldCat member libraries worldwide
Applications of sharp large deviations estimates to optimal cooling schedules ( Book )
1 edition published in 1990 in English and held by 0 WorldCat member libraries worldwide
Sharp large deviations estimates for simulated annealing algorithms ( Book )
1 edition published in 1990 in English and held by 0 WorldCat member libraries worldwide
 
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Audience Level
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  Kids General Special  
Audience level: 0.84 (from 0.00 for Méthodes ... to 0.95 for PAC-Bayesi ...)
Languages
English (34)
French (5)
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