Publications  CV / Thèmes de recherche  Enseignements Page personnelle 

Gilles Stoltz

Researcher at CNRS / Lecturer at HEC Paris
Chargé de recherche CNRS / Professeur affilié HEC Paris


Textbooks (in French) / Manuels de cours ou d'exercices


[31] Sylvain Arlot, Aurélien Garivier and Gilles Stoltz, Exercices d'oral de mathématiques BL - ECE - ECS corrigés et
        commentés par leurs auteurs
, Ellipses, 2015.
          About 520 pages, published in March 2015.
          Environ 520 pages, paru en mars 2015. Issu de notre participation au concours d'entrée à l'Ecole normale supérieure, voie B/L.







[30] Vincent Rivoirard and Gilles Stoltz, Statistique en action, Vuibert, first edition, 2009; second edition, 2012.
           550 pages, out of which 450 are included in the hard copy and 100 can be freely downloaded. 
           550 pages, dont 450 pour la version imprimée et 100 d'annexes téléchargeables librement.



Edited volumes / Ouvrages édités


[29] Nader Bshouty, Gilles Stoltz, Nicolas Vayatis, and Thomas Zeugmann, editors, Proceedings of the 23rd International
        Conference on Algorithmic Learning Theory (ALT'12), Springer, Lecture Notes in Computer Science, 2012.
           Read the frontmatter.





[28] Pierre Alquier, Eric Gautier, and Gilles Stoltz, editors, Inverse Problems and High-Dimensional Estimation,
       
Stats in the Château summer school (revised lectures). Springer, Lecture Notes in Statistics, 2011.
        Read the frontmatter.





Submitted (or about to be submitted) manuscripts / Articles soumis (ou sur le point de l'être) 

[27] Aurélien Garivier, Pierre Ménard and Gilles Stoltz, Explore first, exploite next: the true shape of regret in bandit problems, 2016.

[26] Christophe Amat, Tomasz Michalski and Gilles Stoltz, Fundamentals and exchange rate forecastability with machine learning methods, 2015.

[25] Elisabeth Gassiat, David Pollard, and Gilles Stoltz, Revisiting the van Trees inequality in the spirit of Hájek and Le Cam, 2013. (First version: May 2001) 
Still needs some work! 


Articles in French journals / Articles publiés dans des journaux nationaux (français)   

[24] Mathilde Mougeot and Gilles Stoltz, Entretien avec Mathilde Mougeot : la statistique connectée, Statistique et Enseignement, 6(2):69-79, 2015.

[23] Vincent Couallier, Léo Gerville-Réache, and Gilles Stoltz, L'enseignement de l'affaire Woburn, suite : susciter l'intérêt sans tromper, Statistique et Enseignement, 6(2):41-55, 2015.

[22] Corinne Hahn and Gilles Stoltz, Savoir académique, savoirs pratiques : tensions et recherche d'équilibre; le cours de statistique à HEC Paris et à ESCP Europe, Statistique et Enseignement, 4(2):19-52, 2013.

[21] Gilles Stoltz, Agrégation séquentielle de prédicteurs : méthodologie générale et applications à la prévision de la qualité de l'air et à celle de la consommation électrique, Journal de la Société Française de Statistique, 151(2):66-106, 2010.
Survey paper, in French. / Article de survol écrit suite à la réception du prix Marie-Jeanne Laurent-Duhamel. 
Partially based on the following technical report: Sébastien Gerchinovitz, Vivien Mallet, and Gilles Stoltz, A Further Look at Sequential Aggregation Rules for Ozone Ensemble Forecasting, 2008. / Fondé en partie sur le rapport technique indiqué.


Articles in proceedings of international conferences / Articles publiés dans des conférences internationales

[20] Shie Mannor, Vianney Perchet, and Gilles Stoltz, Approachability in unknown games: Online learning meets multi-objective optimization, COLT, 2014.

[19] Pierre Gaillard, Gilles Stoltz, and Tim van Erven, A second-order bound with excess losses, COLT, 2014.

[18] Nicolò Cesa-Bianchi, Pierre Gaillard, Gábor Lugosi, and Gilles Stoltz, Mirror descent meets fixed share (and feels no regret), NIPS, 2012.

[17] Sébastien Bubeck, Gilles Stoltz, and Jia Yuan Yu, Lipschitz bandits without the Lipschitz constantALT, 2011.

[16] Gábor Lugosi, Omiros Papaspiliopoulos, and Gilles Stoltz, Online multi-task learning with hard constraintsCOLT, 2009.

Extended abstracts of the articles [1], [2], [5], [6], and [15] were published in the Proceedings of COLT
An extended abstract of [9] was published in the Proceedings of ALT.
An extended abstract of [10] was published in the Proceedings of NIPS.
Article [13] was obtained by merging and deeply reworking two articles published in the Proceedings of COLT in 2011 (one written by Odalric-Ambrym Maillard, Rémi Munos and myself, the other one by Aurélien Garivier and Olivier Cappé).

Les articles [1], [2], [5], [6] et [15] ont été présentés à COLT avant d'être complétés et de paraître dans des journaux.
L'article [9] a été présenté à ALT.
L'article [10] a été présenté à NIPS.
L'article [13] est issu de la fusion et de l'amélioration profonde de deux articles proches présentés à COLT en 2011 (l'un écrit par Odalric-Ambrym Maillard, Rémi Munos et moi-même, et l'autre par Aurélien Garivier et Olivier Cappé).


Articles in international journals / Articles publiés dans des journaux internationaux   

[15] Shie Mannor, Vianney Perchet, and Gilles Stoltz, Set-valued approachability and online learning with partial monitoring, Journal of Machine Learning Research, 15(Oct):3247−3295, 2014.
An earlier and much shorter version appeared in the Proceedings of COLT'11.

[14] Shie Mannor, Vianney Perchet, and Gilles Stoltz, A primal condition for approachability with partial monitoringJournal of Dynamics and Games, 1(3):447-469, 2014.

[13] Olivier Cappé, Aurélien Garivier, Odalric-Ambrym MaillardRémi Munos, and Gilles Stoltz, Kullback-Leibler upper confidence bounds for optimal sequential allocationAnnals of Statistics, 41(3):1516-1541, 2013.
Earlier versions (two: with the authors split in two disjoint subsets) appeared in the Proceedings of COLT'11.

[12] Tomasz Michalski and Gilles Stoltz, Do countries falsify economic data strategically? Some evidence that they might, The Review of Economics and Statistics, 95(2):591-616, 2013.

[11] Marie Devaine, Pierre Gaillard, Yannig Goude, and Gilles Stoltz, Forecasting electricity consumption by aggregating specialized experts; a review of the sequential aggregation of specialized experts, with an application to Slovakian and French country-wide one-day-ahead (half-)hourly predictions, Machine Learning, 90(2):231-260, 2013.
Here is the first full technical report on which the paper is based and here is the second such technical report.

[10] Sébastien Bubeck, Rémi Munos, Gilles Stoltz, and Csaba Szepesvari, X-armed bandits, Journal of Machine Learning Research, 12(May):1655-1695, 2011.
An earlier and much shorter version appeared in the Proceedings of NIPS'08.

[9] Sébastien Bubeck, Rémi Munos, and Gilles Stoltz, Pure exploration for multi-armed bandit problems, Theoretical Computer Science, 412:1832-1852, 2011.
An earlier version appeared in the Proceedings of ALT'09. 

[8] Shie Mannor and Gilles Stoltz, A geometric proof of calibrationMathematics of Operations Research, 35:721-727, 2010.

[7] Vivien Mallet, Gilles Stoltz, and Boris Mauricette, Ozone ensemble forecast with machine learning algorithms, Journal of Geophysical Research, 114, D05307, doi:10.1029/2008JD009978, 2009.
Here is the full technical report on which the paper is based. / Cet article est fondé sur le rapport technique indiqué sur cette ligne.

[6] Shie Mannor, Gábor Lugosi, and Gilles Stoltz, Strategies for prediction under imperfect monitoring, Mathematics of Operations Research, 33:513-528, 2008.
An earlier and much shorter version appeared in the Proceedings of COLT'07.

[5] Nicolò Cesa-Bianchi, Yishay Mansour, and Gilles Stoltz, Improved second-order bounds for prediction with expert adviceMachine Learning, 66:321-352, 2007. 
This is an invited paper: An earlier and much shorter version won a Student Machine Learning Award at COLT'05. 

[4] Gilles Stoltz and Gábor Lugosi, Learning correlated equilibria in games with compact sets of strategies, Games and Economic Behavior, 59:187-208, 2007.

[3] Nicolò Cesa-Bianchi, Gábor Lugosi, and Gilles Stoltz, Regret minimization under partial monitoring, Mathematics of Operations Research, 31:562-580, 2006.

[2] Nicolò Cesa-Bianchi, Gábor Lugosi, and Gilles Stoltz, Minimizing regret with label-efficient prediction, IEEE Transactions on Information Theory, 51:2152-2162, 2005.
An earlier and much shorter version appeared in the Proceedings of COLT'04.

[1] Gilles Stoltz and Gábor Lugosi, Internal regret in on-line portfolio selection, Machine Learning, 59:125-159, 2005.
This is an invited paper: An earlier and much shorter version won a Machine Learning Award at COLT'03


Inclassables / Miscellaneous

[E] Nader Bshouty, Gilles Stoltz, Nicolas Vayatis, and Thomas Zeugmann, Guest Editors' foreword, Theoretical Computer Science (special issue for ALT'12), 558:1-4, 2014.

[B] Gilles Stoltz, Quels nombres l’homme produit-il ?, pages 101-102 de Brèves de maths / Mathématiques de la planète Terre, Nouveau Monde Editions, 2014.


Manuscrits de thèse [Phd] et d'habilitation [H] / [PhD] and [H]abilitation dissertations

[H] Université Paris-Sud, 2011
English version -- Contributions to the sequential prediction of arbitrary sequences: applications to the theory of repeated games and empirical studies of the performance of the aggregation of experts
En français -- Contributions à la prévision séquentielle de suites arbitraires : applications à la théorie des jeux répétés et études empiriques des performances de l'agrégation d'experts

[PhD] Université Paris-Sud, 2005
English version (with an introduction in French) -- Incomplete information and internal regret in prediction of individual sequences