Philippe Very

Publication Activity (10 Years)

Years Active: 2015-2021
Publications (10 Years): 14

Top Topics

Covariate Shift

Joint Probability Distribution

Domain Adaptation

Top Venues

Publications

Victor Bouvier, Philippe Very, Clément Chastagnol, Myriam Tami, Céline Hudelot
Stochastic Adversarial Gradient Embedding for Active Domain Adaptation. IAL@PKDD/ECML (2021)
Victor Bouvier, Philippe Very, Clément Chastagnol, Myriam Tami, Céline Hudelot
Robust Domain Adaptation: Representations, Weights and Inductive Bias (Extended Abstract). IJCAI (2021)
Victor Bouvier, Philippe Very, Clément Chastagnol, Myriam Tami, Céline Hudelot
Robust Domain Adaptation: Representations, Weights and Inductive Bias. CoRR (2020)
Victor Bouvier, Philippe Very, Clément Chastagnol, Myriam Tami, Céline Hudelot
Robust Domain Adaptation: Representations, Weights and Inductive Bias. ECML/PKDD (1) (2020)
Victor Bouvier, Philippe Very, Clément Chastagnol, Myriam Tami, Céline Hudelot
Stochastic Adversarial Gradient Embedding for Active Domain Adaptation. CoRR (2020)
Victor Bouvier, Philippe Very, Céline Hudelot, Clément Chastagnol
Hidden Covariate Shift: A Minimal Assumption For Domain Adaptation. CoRR (2019)
Victor Bouvier, Philippe Very, Céline Hudelot, Clément Chastagnol
Learning Invariant Representations for Sentiment Analysis: The Missing Material is Datasets. CoRR (2019)
Philippe Donnat, Gautier Marti, Philippe Very
Toward a generic representation of random variables for machine learning. Pattern Recognit. Lett. 70 (2016)
Gautier Marti, Philippe Donnat, Frank Nielsen, Philippe Very
HCMapper: An interactive visualization tool to compare partition-based flat clustering extracted from pairs of dendrograms. CoRR (2015)
Gautier Marti, Philippe Very, Philippe Donnat, Frank Nielsen
A proposal of a methodological framework with experimental guidelines to investigate clustering stability on financial time series. CoRR (2015)
Gautier Marti, Philippe Very, Philippe Donnat
Toward a generic representation of random variables for machine learning. CoRR (2015)
Gautier Marti, Frank Nielsen, Philippe Very, Philippe Donnat
Clustering Random Walk Time Series. GSI (2015)
Gautier Marti, Philippe Very, Philippe Donnat, Frank Nielsen
A Proposal of a Methodological Framework with Experimental Guidelines to Investigate Clustering Stability on Financial Time Series. ICMLA (2015)
Gautier Marti, Frank Nielsen, Philippe Very, Philippe Donnat
Comment partitionner automatiquement des marches aléatoires ? Avec application à la finance quantitative. CoRR (2015)