Antoine Godichon-Baggioni

40
Documents

Publications

Publications

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Online robust covariance matrix estimation and outlier detection

Paul Guillot , Antoine Godichon-Baggioni , Stephane S. Robin , Laure Sansonnet

2026

Pré-publication, Document de travail hal-05450879v1
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Complexity reduction in online stochastic Newton methods with potential O(N d) total cost

Antoine Godichon-Baggioni , Bruno Portier , Guillaume Sallé

2026

Pré-publication, Document de travail hal-05493562v1
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Convergence of Multi-Level Markov Chain Monte Carlo Adaptive Stochastic Gradient Algorithms

Antoine Godichon-Baggioni , Gabriel Lang , Sylvain Le Corff , Julien Stoehr , Sobihan Surendran

2026

Pré-publication, Document de travail hal-05484300v1
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Online and Offline Robust Multivariate Linear Regression

Antoine Godichon-Baggioni , Stephane S. Robin , Laure Sansonnet

2025

Pré-publication, Document de travail hal-04560889v2
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Non-asymptotic Analysis of Biased Adaptive Stochastic Approximation

Sobihan Surendran , Adeline Fermanian , Antoine Godichon-Baggioni , Sylvain Le Corff

2025

Pré-publication, Document de travail hal-04435027v3
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Decreasing Entropic Regularization Averaged Gradient for Semi-Discrete Optimal Transport

Ferdinand Genans , Antoine Godichon-Baggioni , François-Xavier Vialard , Olivier Wintenberger

2025

Pré-publication, Document de travail hal-05339436v1
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A Full Adagrad algorithm with O(Nd) operations

Antoine Godichon-Baggioni , Wei Lu , Bruno Portier

2025

Pré-publication, Document de travail hal-04560729v2
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Stochastic Optimization in Semi-Discrete Optimal Transport: Convergence Analysis and Minimax Rate

Ferdinand Genans , Antoine Godichon-Baggioni , François-Xavier Vialard , Olivier Wintenberger

2025

Pré-publication, Document de travail hal-05328743v1
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Theoretical Convergence Guarantees for Variational Autoencoders

Sobihan Surendran , Antoine Godichon-Baggioni , Sylvain Le Corff

2025

Pré-publication, Document de travail hal-04745733v3
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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

2025

Pré-publication, Document de travail hal-04391570v3
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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

Semi-Discrete Optimal Transport: Nearly Minimax Estimation With Stochastic Gradient Descent and Adaptive Entropic Regularization

Ferdinand Genans , Antoine Godichon-Baggioni , François-Xavier Vialard , Olivier Wintenberger

2024

Pré-publication, Document de travail hal-04584552v2
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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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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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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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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 (preprint/prepublication) hal-03853744v1
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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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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

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 (preprint/prepublication) hal-02789763v1
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Non-Asymptotic Analysis of Stochastic Approximation Algorithms for Streaming Data

Antoine Godichon-Baggioni , Nicklas Werge , Olivier Wintenberger

ESAIM: Probability and Statistics, 2023, 27, pp.482-514. ⟨10.1051/ps/2023006⟩

Article dans une revue hal-04066897v1
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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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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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On the rates of convergence of Parallelized Averaged Stochastic Gradient Algorithms

Antoine Godichon-Baggioni , Sofiane Saadane

Statistics, 2020, 54 (3), pp.618-635. ⟨10.1080/02331888.2020.1764557⟩

Article dans une revue hal-01620943v1
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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
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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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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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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 : non asymptotic 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
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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

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