Luc Lehéricy

Vitae

Research interests

Latent variable models, nonparametric statistics, machine learning, model selection, adaptivity, high dimension, big data, partial or incomplete observations...

Ph. D. students

• Julien Aubert (2021-2025), co-direction with Patricia Reynaud-Bouret

Journal papers

• General oracle inequalities for a penalized log-likelihood criterion based on non-stationary data, with J. Aubert and P. Reynaud-Bouret (submitted, 2024). [HAL, Bibtex]
• Exponential inequalities for suprema of processes with stochastic normalization, with J. Aubert (submitted, 2024). [HAL, Bibtex]
• Deconvolution of repeated measurements corrupted by unknown noise, with J. Capitao-Miniconi and É. Gassiat (submitted, 2024), and the simulation codes. [HAL, Bibtex]
• On the convergence of the MLE as an estimator of the learning rate in the Exp3 algorithm, with J. Aubert and P. Reynaud-Bouret (ICML, 2023) [HAL, Bibtex, Journal]
• Support and Distribution Inference from Noisy Data, with J. Capitao-Miniconi and É. Gassiat (submitted, 2023). [HAL, Bibtex]
• Gradient Ascent Activity-based Credit Assignment with History-dependent Reward, with O. Sabri and A. Muzy (submitted, 2024) [HAL, Bibtex]
• Multi-agent sequential learning via gradient ascent credit assignment, with O. Sabri and A. Muzy (submitted, 2024) [HAL, Bibtex]
• Multi-agent learning via gradient ascent activity-based credit assignment, with O. Sabri and A. Muzy (Scientific Reports, 2023) [HAL, Bibtex, Journal]
• Identifiability of discrete Input-output hidden Markov models with external signals (Statistics and Computing, 2024), with E. David, J. Bellot and S. Le Corff [HAL, Bibtex]
• Disentangling Identifiable Features from Noisy Data with Structured Nonlinear ICA, with H. Hälvä, S. Le Corff, J. So, Y. Zhu, É. Gassiat and A. Hyvärinen (NeurIPS, 2021). [HAL, Bibtex]
• Joint self-supervised blind denoising and noise estimation, with J. Ollion, C. Ollion, É. Gassiat and S. Le Corff (submitted, 2021). [HAL, Bibtex]
• Deconvolution with unknown noise distribution is possible for multivariate signals, with É. Gassiat and S. Le Corff (The Annals of Statistics, 2022). [HAL, Bibtex]
  → [Erratum].
• Pair-Matching: Link Prediction with Adaptive Queries, with C. Giraud, Y. Issartel and M. Lerasle (Mathematical Statistics and Learning, 2024). [Bibtex]
• Identifiability and consistent estimation of nonparametric translation hidden Markov models with general state space, with É. Gassiat and S. Le Corff (JMLR, 2020). [HAL, Bibtex, Journal]
• Consistency of the maximum likelihood estimator in hidden Markov models with trends, with A. Touron (2021) [HAL, Bibtex]
• Nonasymptotic control of the MLE for misspecified nonparametric hidden Markov models (EJS, 2021). [HAL, Bibtex]
• State-by-state Minimax Adaptive Estimation for Nonparametric Hidden Markov Models (JMLR, 2018). [HAL, Bibtex, Journal]
• Consistent order estimation for nonparametric hidden Markov models (Bernoulli, 2019) and the simulation codes. [HAL, Bibtex, Journal]

Other works

• Adaptive estimation for nonparametric hidden Markov models (2018, PhD thesis).
• Estimation adaptative non paramétrique pour les modèles à chaîne de Markov cachée (2015, Master's thesis, in French).

Current teaching