Joseph De Vilmarest

According to our database, Joseph De Vilmarest authored at least 8 papers between 2019 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

Adaptive time series forecasting with markovian variance switching.

Baptiste Abélès, Joseph De Vilmarest, Olivier Wintemberger

CoRR, 2024

Online Learning Approach for Survival Analysis.

Camila Fernandez, Pierre Gaillard, Joseph De Vilmarest, Olivier Wintenberger

CoRR, 2024

2023

Frugal day-ahead forecasting of multiple local electricity loads by aggregating adaptive models.

Guillaume Lambert, Bachir Hamrouche, Joseph De Vilmarest

CoRR, 2023

2022

State-Space Models for Time Series Forecasting. Application to the Electricity Markets. (Modèles espace-état pour la prévision de séries temporelles. Application aux marchés électriques).

Joseph De Vilmarest

PhD thesis, 2022

2021

Stochastic Online Optimization using Kalman Recursion.

Joseph De Vilmarest, Olivier Wintenberger

J. Mach. Learn. Res., 2021

Recursive Estimation of State-Space Noise Covariance Matrix by Approximate Variational Bayes.

Joseph De Vilmarest, Olivier Wintenberger

CoRR, 2021

2020

Adaptive Methods for Short-Term Electricity Load Forecasting During COVID-19 Lockdown in France.

David Obst, Joseph De Vilmarest, Yannig Goude

CoRR, 2020

2019

Logarithmic Regret for parameter-free Online Logistic Regression.

Joseph De Vilmarest, Olivier Wintenberger

CoRR, 2019