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TSI report for the period 2005-2009 - Département Traitement du ...

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12. Statistics and Applications (STA) 12.2. Main Results<br />

bers in <strong>the</strong> major international conferences (IEEE ICASSP, IEEE statistical Signal Processing<br />

workshop, International Conference on Machine Learning, Neural In<strong>for</strong>mation Processing Systems).<br />

The team regularly organizes or co-organizes scientific events such as <strong>the</strong> international<br />

workshop New directions in Monte Carlo Methods in Fleurance (2007) as well as recurrent scientific<br />

seminars in <strong>the</strong> Parisian region (séminaire parisien de statistiques, ParisTech Machine<br />

Learning reading group).<br />

Finally, members of <strong>the</strong> team are regularly invited to give talks in national seminars such<br />

as <strong>the</strong> séminaire parisien de statistiques, universities abroad (Hong Kong University of Science<br />

and Technology and National University of Singapore, S. Clémençon; probability seminars in<br />

University of Bochum and Stan<strong>for</strong>d Univ., J. Najim; seminar of statistics in Cornell Univ. and<br />

Université Catholique de Louvain, F. Roueff; seminar of applied probability in Warwick, G. Fort)<br />

as well as in workshops or conferences (Isaac Newton Institute, O. Cappé, E. Moulines; 2006<br />

New Developments in MCMC workshop, 2008 Adap’Ski workshop, 2008 SSC-SFDS conference,<br />

<strong>2009</strong> workshop on Scaling methods in Warwick, G. Fort; <strong>2009</strong> Physcomnet, J. Najim; 2006 ValueTools<br />

workshop, 2006 New Developments in MCMC workshop, 2007 Eurandom Algorithms<br />

in Complex Systems workshop, 2008 European Geosciences Union General Assembly, 2008<br />

Sequential Monte Carlo Methods SAMSI workshop, E. Moulines).<br />

12.2 Main Results<br />

12.2.1 Statistical Learning<br />

Contributors O. Cappé, A. Garivier, S. Clémençon, C. Lévy-Le<strong>du</strong>c, E. Moulines, F. Roueff.<br />

Main events ANR projects KERNSIG (Learning and kernels <strong>for</strong> representation and decision<br />

in signal processing, 2007–), MGA (Graphical Models and Applications, 2008–), TAMIS<br />

(Adaptation, multiple tests, ranking and applications, 2006–<strong>2009</strong>), BEMOL (Prediction of internet<br />

users’ behavior, simulation and collaborative filtering, 2008–); Contracts with France<br />

Telecom R&D (two <strong>the</strong>ses) and Renault (two <strong>the</strong>ses).<br />

In <strong>the</strong> context of <strong>the</strong> STA team, statistical learning is a new research <strong>the</strong>me that has been<br />

largely developed <strong>du</strong>ring <strong>the</strong> last four years. Our ef<strong>for</strong>ts on this aspect have benefited from two<br />

recruitments (A. Garivier, S. Clémençon) and from <strong>the</strong> support of several academic (ANR projects<br />

KERNSIG, TAMIS and MGA) and in<strong>du</strong>strial grants. Although recent, <strong>the</strong> team’s contribution in<br />

statistical learning is now recognized, with several team members regularly participating as program<br />

comity members to <strong>the</strong> main conferences of <strong>the</strong> field (ICML, EMCL, COLT and NIPS). The<br />

team also developed strong collaborations on this <strong>the</strong>me with o<strong>the</strong>r teams within <strong>the</strong> ParisTech<br />

alliance (CMBIO, Mines and CERTIS, Ponts) and <strong>the</strong> INRIA/ENS project WILLOW (F. Bach), with<br />

whom we are organizing <strong>the</strong> popular monthly Paris Tech-Machine Learning reading group, as<br />

well as with <strong>the</strong> CMLA, ENS Cachan group (N. Vayatis).<br />

Since 2006, <strong>the</strong> team has been active first on kernel methods and more specifically <strong>the</strong>ir<br />

use <strong>for</strong> purposes o<strong>the</strong>r than supervised classification and, in particular, <strong>for</strong> signal processing<br />

applications (which is <strong>the</strong> main focus of <strong>the</strong> KERNSIG project). Our main contributions include<br />

a ma<strong>the</strong>matical analysis of kernel-based changepoint detection tests [2559] as well as several<br />

extensions to <strong>the</strong> multiple changepoints and changepoint localization problems.<br />

Graphical models is ano<strong>the</strong>r topic on which <strong>the</strong> team is active with works on parameter<br />

inference <strong>for</strong> latent variable models used in natural language processing [2472] (in collaboration<br />

with F. Yvon, Univ. Paris-Sud 11) as well as online learning algorithms <strong>for</strong> mixture and hidden<br />

Markov models [2393]. The team also worked on several applications of sparse regression and<br />

classification using LASSO type proce<strong>du</strong>res [2562, 2468].<br />

Ranking has become a very important research <strong>the</strong>me in <strong>the</strong> team with a series of works<br />

initiated by S. Clemençon in [2399]. The distinctive feature of this approach is to view methods<br />

based on <strong>the</strong> AUC (Area Under Curve) criterion as solving a functional optimization task which<br />

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