Joseph Rynkiewicz
Email : Joseph.Rynkiewicz@univ-paris1.fr
Postal Address :
SAMM, Université Paris 1
90, rue de Tolbiac - 75634 PARIS CEDEX 13 - FRANCE
Domaine de recherche
Réseaux de neurones
Séries temporelles
Cours
Deep learning
Vidéos en ligne du cours :
https://www.youtube.com/watch?v=4yFVCQfYyj4
https://www.youtube.com/watch?v=W9q4NCSZaqE
Quelques démonstrations de Deep-Learning avec Pytorch :
https://github.com/JosephRynkiewicz
Inégalités oracles pour le hold-out :
Analyse des données en M1
Statistique en M1
Séries temporelles en M1
Publications
Optimal Neighborhoods Selection for AR-ARCH Random Fields with Application to Mortality, P. Doukhan, J. Rynkiewicz, Y. Sahli, Stats, Vol. 5, No 1, 26-51 (2022).
Mixtures of nonlinear Poisson autoregressions, P. Doukhan, K. Fokianos, J. Rynkiewicz, Journal of Time Series Analysis Vol. 42, No 1, 107-135 (2021).
https://doi.org/10.1111/jtsa.12558
Spectral estimation for non-linear long range dependent discrete time trawl processes. P. Doukhan, F. Roueff, J. Rynkiewicz, Electronic Journal of Statistics, Vol. 14, No. 2, 3157-3191 (2020).
https://doi.org/10.1214/20-EJS1742
Asymptotic statistics for multilayer perceptron with ReLU hidden units. J. Rynkiewicz, Neurocomputing 342, p. 16-23 (2019)
A classe of random field memory models for mortality forecasting, P. Doukhan,, D. Pommeret, J. Rynkiewicz, Y. Sahli, Insurance : Mathematics and Economics, 77, p. 97-110 (2017).
Asymptotic for regression models under loss of identifiability, J. Rynkiewicz, Sankhya A, 78:2, p. 155-179 (2016).
Assessment of the influence of education level on voting intention for the Extreme right in France. J. Rynkiewicz, M. R. Benmakrelouf, W. Karouche, Revista investigacion operacional. 37:3 p. 205-215 (2016).
Estimating the number of regimes of non-linear autoregressive models. J. Rynkiewicz, Revista investigacion Operacional. 34:2 p. 117-127 (2013).
Neural networks for Complex Data. M. Cottrell, M. Oltéanu, F. Rossi, J. Rynkiewicz and N. Villa-Vialaneix, Künstliche Intelligenz. 26:4, p. 373-380 (2012).
Asymptotic properties of autoregressive regime-switching models, M. Oltéanu, J. Rynkiewicz, ESAIM : Probability and Statistics, 16, p. 25-47, (2012).
General bound of overfitting for MLP regression models., J. Rynkiewicz, Neurocomputing, 90, p. 106-110 (2012).
Asymptotic properties of mixture-of-experts models, M. Oltéanu, J. Rynkiewicz, Neurocomputing, 74 (9), p. 1444-1449 (2011).
Estimating the number of components in a mixture of multilayer perceptrons, M. Oltéanu, J. Rynkiewicz, Neurocomputing, 71 (7-9), p. 1321-1329 (2008).
A 24-h forecast of ozone peaks and exceedance levels using neural classifiers and weather predictions, A.-L. Dutot, J. Rynkiewicz, J. Rude, F. Steiner, Environmental Modelling and Software, 22 (9), p. 1261-1269 (2007).
Estimation and test for multi-dimensional regression models, J. Rynkiewicz, Communication in Statistics - Theory and Methods, 36 (14), p. 2655-2671 (2007).
Estimation consistante de l’architecture des perceptrons multicouches, J. Rynkiewicz, Comptes Rendus de l’Académie des Sciences - Series I - Mathematics, 342 (9), p. 697-700 (2006).
Efficient estimation of multidimensional regression models using multilayer perceptrons, J. Rynkiewicz, Neurocomputing, 69 (7-9), p. 671-678 (2006).
Self organizing map algorithm and distortion measure, J. Rynkiewicz, Neural Networks, 19 (6-7), p. 830-837 (2006).
Consistance d’un estimateur de minimum de variance étendue, J. Rynkiewicz, Comptes Rendus de l’Académie des Sciences - Series I - Mathematics, 341, p. 133-136 (2005).
Some known facts about financial data, M. Cottrell, E. De Bodt, J. Rynkiewicz, European Journal of Economic and Social Systems 17, 167-182 (2004).
Estimation of linear autoregressive models with Makov-switching. Rynkiewicz J., Investigacion Operacional, La Havane, Cuba. 25 :2 p. 166-173 (2004).
Caractérisation des crises financières à l’aide de modèles hybrides (HMC-MLP), Maillet B., Oltéanu M., Rynkiewicz J., Revue d’économie politique, n.4, p. 489-506 (2004).
Modèles de réseaux de neurones pour l’analyse des séries temporelles ou la régression. J. Rynkiewicz, M. Cottrell, M. Mangeas, J.F. Yao. Revue d’intelligence artificielle, 3-4, Paris, Hermès, p. 317-332, (2001).
