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Antoine Godichon-Baggioni

28
Documents

Publications

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On the asymptotic rate of convergence of Stochastic Newton algorithms and their Weighted Averaged versions

Claire Boyer , Antoine Godichon-Baggioni
Computational Optimization and Applications, 2022, ⟨10.1007/s10589-022-00442-3⟩
Article dans une revue hal-03008212v5
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An efficient stochastic Newton algorithm for parameter estimation in logistic regressions

Bernard Bercu , Antoine Godichon , Bruno Portier
SIAM Journal on Control and Optimization, 2020, 58 (1), pp.348-367. ⟨10.1137/19M1261717⟩
Article dans une revue hal-02103041v1

An Efficient Stochastic Newton Algorithm for Parameter Estimation in Logistic Regressions

Bernard Bercu , Antoine Godichon , Bruno Portier
SIAM Journal on Control and Optimization, 2020, 58 (1), pp.348-367. ⟨10.1137/19M1261717⟩
Article dans une revue hal-02488985v1
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Multi-view cluster aggregation and splitting, with an application to multi-omic breast cancer data

Antoine Godichon-Baggioni , Cathy Maugis-Rabusseau , Andrea Rau
Annals of Applied Statistics, 2020, 14 (2), ⟨10.1214/19-AOAS1317⟩
Article dans une revue hal-01916941v1
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Online estimation of the asymptotic variance for averaged stochastic gradient algorithms

Antoine Godichon
Journal of Statistical Planning and Inference, 2019, 203, pp.Pages 1-19. ⟨10.1016/j.jspi.2019.01.001⟩
Article dans une revue hal-01678855v1
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Clustering transformed compositional data using K-means, with applications in gene expression and bicycle sharing system data

Antoine Godichon-Baggioni , Cathy Maugis-Rabusseau , Andrea Rau
Journal of Applied Statistics, 2019, 46 (1), pp.47-65. ⟨10.1080/02664763.2018.1454894⟩
Article dans une revue hal-01511574v2
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Lp and almost sure rates of convergence of averaged stochastic gradient algorithms: locally strongly convex objective

Antoine Godichon-Baggioni
ESAIM: Probability and Statistics, 2019, 23, pp.841-873. ⟨10.1051/ps/2019011⟩
Article dans une revue hal-01678852v1
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Fast estimation of the median covariation matrix with application to online robust principal components analysis

Hervé Cardot , Antoine Godichon
Test, 2017, 26 (3), pp.461-480. ⟨10.1007/s11749-016-0519-x⟩
Article dans une revue hal-01482743v1
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An averaged projected Robbins-Monro algorithm for estimating the parameters of a truncated spherical distribution

Antoine Godichon , Bruno Portier
Electronic Journal of Statistics , 2017, 11 (1), pp.1890 - 1927. ⟨10.1214/17-EJS1276⟩
Article dans une revue hal-01591601v1

Online estimation of the geometric median in Hilbert spaces: Nonasymptotic confidence balls

Hervé Cardot , Peggy Cénac , Antoine Godichon-Baggioni
Annals of Statistics, 2017, 45 (2), pp.591 - 614. ⟨10.1214/16-AOS1460⟩
Article dans une revue hal-01555593v1

Estimating the geometric median in Hilbert spaces with stochastic gradient algorithms: $L^p$ and almost sure rates of convergence

Antoine Godichon-Baggioni
Journal of Multivariate Analysis, 2016, 146, pp.209 - 222. ⟨10.1016/j.jmva.2015.09.013⟩
Article dans une revue hal-01413440v1
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On Adaptive Stochastic Optimization for Streaming Data: A Newton's Method with O(dN) Operations

Antoine Godichon-Baggioni , Nicklas Werge
2024
Pré-publication, Document de travail hal-04308712v2
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Non-asymptotic Analysis of Biased Adaptive Stochastic Approximation

Sobihan Surendran , Antoine Godichon-Baggioni , Adeline Fermanian , Sylvain Le Corff
2024
Pré-publication, Document de travail hal-04435027v1
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A penalized criterion for selecting the number of clusters for K-medians

Antoine Godichon-Baggioni , Sobihan Surendran
2024
Pré-publication, Document de travail hal-03771959v3
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Online estimation of the inverse of the Hessian for stochastic optimization with application to universal stochastic Newton algorithms

Antoine Godichon-Baggioni , Wei Lu , Bruno Portier
2024
Pré-publication, Document de travail hal-04391570v1
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Online stochastic Newton methods for estimating the geometric median and applications

Antoine Godichon-Baggioni , Wei Lu
2023
Pré-publication, Document de travail hal-04053240v1
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Non asymptotic analysis of Adaptive stochastic gradient algorithms and applications

Antoine Godichon-Baggioni , Pierre Tarrago
2023
Pré-publication, Document de travail hal-04004305v1
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A mixture of ellipsoidal densities for 3D data modelling

Denis Brazey , Antoine Godichon-Baggioni , Bruno Portier
2023
Pré-publication, Document de travail hal-04209721v1
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Recursive ridge regression using second-order stochastic algorithms

Antoine Godichon-Baggioni , Wei Lu , Bruno Portier
2022
Pré-publication, Document de travail hal-03858834v2
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Learning from time-dependent streaming data with online stochastic algorithms

Antoine Godichon-Baggioni , Nicklas Werge , Olivier Wintenberger
2022
Pré-publication, Document de travail hal-03677328v1
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A robust model-based clustering based on the geometric median and the Median Covariation Matrix

Antoine Godichon-Baggioni , Stephane S. Robin
2022
Pré-publication, Document de travail hal-03853744v1
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Non-Asymptotic Analysis of Stochastic Approximation Algorithms for Streaming Data

Antoine Godichon-Baggioni , Nicklas Werge , Olivier Wintenberger
2022
Pré-publication, Document de travail hal-03343481v3
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Convergence in quadratic mean of averaged stochastic gradient algorithms without strong convexity nor bounded gradient

Antoine Godichon-Baggioni
2021
Pré-publication, Document de travail hal-03297132v1
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An efficient Averaged Stochastic Gauss-Newton algorithm for estimating parameters of non linear regressions models

Peggy Cénac , Antoine Godichon-Baggioni , Bruno Portier
2020
Pré-publication, Document de travail hal-02876141v3
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Clustering transformed compositional data using K-means, with applications in gene expression and bicycle sharing system data

Antoine Godichon-Baggioni , Cathy Maugis-Rabusseau , Andrea Rau
2018
Pré-publication, Document de travail hal-02789763v1