Publications
Modèles de production d'énergie éolienne et prévision
L. Montuelle, A. Fischer, M. Mougeot, D. Picard,
Journées de la Statistique proceeding, 2017.
[bib] | [proceeding]
@InProceedings{Fischer_Montuelle_Mougeot_Picard_JDS2017,
| author | = | {Montuelle, Lucie and Fischer, A. and Mougeot, M. and Picard, D.}, |
| title | = | {{Mod{\`e}les de production d' {\'e}nergie {\'e}olienne et pr{\'e}vision}}, |
| booktitle | = | {{49e Journ{\'e}es de Statistique}}, |
| year | = | {2017}, |
| address | = | {Avignon, France}, |
| month | = | {June}, |
| organization | = | {{SFdS}}, |
| keywords | = | {production {\'e}lectrique {\'e}olienne, mod{\`e}les de r{\'e}gression, pr{\'e}vision, data mining, for{\^e}ts al{\'e}atoires, bagging.}} |
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Statistical learning for wind power : a modeling and stability study towards forecasting
A. Fischer, L. Montuelle, M. Mougeot, D. Picard,
Wind Energy, 2017.
[bib] | [Hal] | [journal]
@Article{Fischer_Montuelle_Mougeot_Picard,
| author | = | {Fischer, Aur{\'e}lie and Montuelle, Lucie and Mougeot, Mathilde and Picard, Dominique}, |
| title | = | {Statistical learning for wind power: A modeling and stability study towards forecasting}, |
| journal | = | {Wind Energy}, |
| year | = | {2017}, |
| volume | = | {20}, |
| pages | = | {2037--2047}, |
| doi | = | {10.1002/we.2139}, |
| hal_id | = | {hal-01373429}, |
| keywords | = | {bagging, data mining, forecasting, modeling, random forests, stability, wind power}, |
| url | = | {http://dx.doi.org/10.1002/we.2139}} |
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PAC-Bayesian aggregation of affine estimators
L. Montuelle, E. Le Pennec, Nonparametric Statistics, 2018.
[bib] | [pdf] | [journal]
@InProceedings{10.1007/978-3-319-96941-1_9,
| author | = | {Montuelle, L. and Pennec, E. Le}, |
| editor | = | {Bertail, Patrice and Blanke, Delphine and Cornillon, Pierre-Andr{\'e} and Matzner-L{\o}ber, Eric}, |
| title | = | {PAC-Bayesian Aggregation of Affine Estimators}, |
| booktitle | = | {Nonparametric Statistics}, |
| year | = | {2018}, |
| publisher | = | {Springer International Publishing}, |
| address | = | {Cham}, |
| pages | = | {133--144}, |
| isbn | = | {978-3-319-96941-1}} |
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Mixture of Gaussian regressions model with logistic weights, a penalized maximum likelihood approach
L. Montuelle, E. Le Pennec,
Electronic Journal of Statistics, 2014.
[bib] | [journal]
@Article{montuelle2014,
| author | = | {Montuelle, L. and Le Pennec, E.}, |
| doi | = | {10.1214/14-EJS939}, |
| fjournal | = | {Electronic Journal of Statistics}, |
| journal | = | {Electron. J. Statist.}, |
| number | = | {1}, |
| pages | = | {1661--1695}, |
| publisher | = | {The Institute of Mathematical Statistics and the Bernoulli Society}, |
| title | = | {Mixture of Gaussian regressions model with logistic weights, a penalized maximum likelihood approach}, |
| url | = | {https://doi.org/10.1214/14-EJS939}, |
| volume | = | {8}, |
| year | = | {2014} } |
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Agrégation PAC-Bayésienne d'estimateurs par projection
L. Montuelle, E. Le Pennec,
Journées de la Statistique proceeding, 2014.
[bib] | [proceeding]
@InProceedings{montuelle:hal-01097173,
| author | = | {Montuelle, Lucie and Le Pennec, Erwan}, |
| title | = | {{Agr{\'e}gation PAC-bay{\'e}sienne d'estimateurs par projection}}, |
| booktitle | = | {{46e Journ{\'e}es de Statistique}}, |
| year | = | {2014}, |
| month | = | {June}, |
| address | = | {Rennes, France}, |
| organization | = | {{SFDS}}, |
| url | = | {https://hal.inria.fr/hal-01097173}, |
| keywords | = | {r{\'e}gression ; in{\'e}galit{\'e} oracle ; Agr{\'e}gation {\`a} poids exponentiels}, |
| hal_id | = | {hal-01097173} } |
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Régression gaussienne à poids logistiques et maximum de vraisemblance pénalisé
L. Montuelle, E. Le Pennec,
Journées de la Statistique proceeding, 2013.
[bib] | [proceeding]
@InProceedings{montuelle:hal-00921524,
| author | = | {Montuelle, Lucie and Le Pennec, Erwan}, |
| title | = | {{R{\'e}gression gaussienne {\`a} poids logistiques et maximum de vraisemblance p{\'e}nalis{\'e}}}, |
| booktitle | = | {{45e Journ{\'e}es de Statistique}}, |
| year | = | {2013}, |
| month | = | {May}, |
| address | = | {Toulouse, France}, |
| organization | = | {{SFDS}}, |
| url | = | {https://hal.inria.fr/hal-00921524}, |
| hal_id | = | {hal-00921524} } |
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Gaussian Mixture Regression model with logistic weights, a penalized maximum likelihood approach
L. Montuelle, E. Le Pennec, S.X. Cohen,
INRIA Research Report no. 8281, 2013.
[bib] | [Hal]
@techreport{montuelle:hal-00809735,
| author | = | {Montuelle, Lucie and Le Pennec, Erwan and Cohen, Serge}, |
| title | = | {{Gaussian Mixture Regression model with logistic weights, a penalized maximum likelihood approach}}, |
| type | = | {Research report}, |
| number | = | {RR-8281}, |
| year | = | {2013}, |
| month | = | {April}, |
| keywords | = | {Conditional density estimation ; Gaussian Mixture Regression ; Model selection}, |
| url | = | {https://hal.inria.fr/hal-00809735}, |
| hal_id | = | {hal-00809735} } |
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PhD thesis
Inégalités d'oracle et mélange
[bib] | [Tel]
@PhdThesis{montuelle:tel-01109103,
| author | = | {Montuelle, Lucie}, |
| title | = | {{Oracle inequalities and mixtures}}, |
| school | = | {{Universit{\'e} Paris-Sud - Paris XI}}, |
| type | = | {phdthesis}, |
| year | = | {2014}, |
| month | = | {December}, |
| number | = | {2014PA112364}, |
| keywords | = | { exponential weight ; penalization ; model selection ; learning ; maximum likelihood ; aggregation ; mixture model ; Oracle inequality ; maximum de vraisemblance ; agr{\'e}gation ; mod{\`e}les de m{\'e}lange ; poids exponentiels ; apprentissage ; s{\'e}lection de mod{\`e}le ; p{\'e}nalisation ; In{\'e}galit{\'e} d’oracle}, |
| url | = | {https://tel.archives-ouvertes.fr/tel-01178833}, |
| hal_id | = | {tel-01178833} } |
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Supervised by Erwan Le Pennec (Ecole Polytechnique)
Defense on December 4th, 2014 at the Université Paris Sud, Orsay.
Reviewers: A. Dalalyan and G. Govaert
Examiners: P. Massart (president), O. Catoni, G. Celeux, S.X. Cohen.
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