I am a Professor of Statistics at École Nationale de la Statistique et de l'Administration Économique (ENSAE) - Centre de Recherche en Économie et Statistique (CREST). My research interests are in the mathematical foundations of Statistics and Machine Learning. My main focus is on devising nonparametric models for long-memory time series and Multi-Armed Bandits. I am equally interested in studying the possibilities and limitations of Algorithmic Fairness. Contact Details |
A. Khaleghi, Restless Linear Bandits, 2024.
S. Grünewälder, A. Khaleghi, Estimating the Mixing Coefficients of Geometrically Ergodic Markov Processes, 2024.
G. Blower, A. Khaleghi, M. Kuchemann-Scales, Hasimoto frames and the Gibbs measure of periodic nonlinear Schrödinger Equation, Journal of Mathematical Physics, vol. 65, issue 2, 2024. [pdf]
A. Khaleghi, G. Lugosi, Inferring the mixing properties of an ergodic process, IEEE Transactions on Information Theory, vol. 69, no. 6, pp. 4014-4026, 2023. [pdf]
S. Grünewälder, A. Khaleghi, Oblivious Data for Fairness with Kernels, Journal of Machine Learning Research, (208): 1-36, 2021. [code]
A. Khaleghi, D. Ryabko, Clustering piecewise stationary processes, In Proceedings of the IEEE International Symposium on Information Theory, 2020. [pdf]
S. Grünewälder, A. Khaleghi, Approximations of the Restless Bandit Problem, Journal of Machine Learning Research, 20:1-37, 2019. [pdf]
A. Khaleghi, D. Ryabko, J. Mary, P. Preux, Consistent Algorithms for Clustering Time Series, Journal of Machine Learning Research, 17(3):1-32, 2016. [pdf]
A. Khaleghi, D. Ryabko, Nonparametric Multiple Change Point Estimation in Highly Dependent Time Series, Theoretical Computer Science, 620:119-133, 2016. [pdf]
A. Khaleghi, D. Ryabko, Asymptotically Consistent Estimation of the Number of Change Points in Highly Dependent Time Series In Proceedings of the International Conference on Machine Learning, 2014. [pdf][code]
A. Khaleghi, D. Ryabko, Locating Changes in Highly-Dependent Data with an Unknown Number of Change-Points, In Proceedings of Neural Information Processing Systems, 2012. [pdf] [poster][code]
A. Khaleghi, D. Ryabko, J. Mary, P. Preux, Online Clustering of Processes, In Proceedings of Artificial Intelligence & Statistics, 2012.[pdf] [poster]
A. Khaleghi, D. Silva, F. R. Kschischang, Subspace Codes, Lecture Notes in Computer Science, 2009. [pdf]
A. Khaleghi, F. R. Kschischang, Projective Space Codes for the Injection Metric, In Proceedings of the Canadian Workshop on Information Theory 2009. [pdf][poster]
Github repository for the implementation of our `algorithmically fair' classification and regression methods proposed in this paper.
On Some Unsupervised Learning Problems for Highly Dependent Time Series, PhD Thesis, INRIA Lille - Université de Lille I, 2013. [pdf]
Projective Space Codes for the Injection Metric, MSc Thesis, University of Toronto, 2009. [pdf]