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Université Paris-Est (14/10/2010), Alexandre Tsybakov (Pr.)
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PAC-Bayesian aggregation and multi-armed bandits
Jean-Yves Audibert1, 2, 3

This habilitation thesis presents several contributions to (1) the PAC-Bayesian analysis of statistical learning, (2) the three aggregation problems: given d functions, how to predict as well as (i) the best of these d functions (model selection type aggregation), (ii) the best convex combination of these d functions, (iii) the best linear combination of these d functions, (3) the multi-armed bandit problems.
1 :  IMAGINE
2 :  INRIA Paris-Rocquencourt - WILLOW
3 :  LIGM - Laboratoire d'Informatique Gaspard-Monge
statistical learning – aggregation problems


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