Alexandre B. Tsybakov

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Person:252266

Available identifiers

zbMath Open tsybakov.alexandre-bWikidataQ102121815 ScholiaQ102121815MaRDI QIDQ252266

List of research outcomes

PublicationDate of PublicationType
An alternative to synthetic control for models with many covariates under sparsity2024-03-22Paper
Assigning topics to documents by successive projections2024-01-04Paper
Variable selection, monotone likelihood ratio and group sparsity2023-05-10Paper
Estimation of the \(\ell_2\)-norm and testing in sparse linear regression with unknown variance2022-09-28Paper
Improved Clustering Algorithms for the Bipartite Stochastic Block Model2022-05-30Paper
Adaptive robust estimation in sparse vector model2021-09-28Paper
Estimation of the $l_2$-norm and testing in sparse linear regression with unknown variance2020-10-26Paper
Optimal Variable Selection and Adaptive Noisy Compressed Sensing2020-09-29Paper
Aggregation of estimators and stochastic optimization2020-08-31Paper
On estimation of nonsmooth functionals of sparse normal means2020-04-27Paper
Minimax rate of testing in sparse linear regression2020-04-22Paper
Algorithms of robust stochastic optimization based on mirror descent method2020-01-28Paper
Structured matrix estimation and completion2019-09-25Paper
Sparse covariance matrix estimation in high-dimensional deconvolution2019-06-14Paper
Linear and Conic Programming Estimators in High Dimensional Errors-in-variables Models2019-05-09Paper
High-dimensional instrumental variables regression and confidence sets -- v2/20122018-12-29Paper
Towards the study of least squares estimators with convex penalty2018-11-23Paper
Optimal adaptive estimation of linear functionals under sparsity2018-10-30Paper
Slope meets Lasso: improved oracle bounds and optimality2018-10-25Paper
Variable selection with Hamming loss2018-10-24Paper
Bounds on the prediction error of penalized least squares estimators with convex penalty2018-03-08Paper
Robust matrix completion2018-02-05Paper
https://portal.mardi4nfdi.de/entity/Q45890042017-11-06Paper
Minimax estimation of linear and quadratic functionals on sparsity classes2017-08-03Paper
Oracle inequalities for network models and sparse graphon estimation2017-05-02Paper
Empirical entropy, minimax regret and minimax risk2017-04-05Paper
Discussion of ``Influential features PCA for high dimensional clustering2017-02-13Paper
Comment2017-01-20Paper
Estimation of low-rank covariance function2016-11-02Paper
Estimation of matrices with row sparsity2016-10-19Paper
Bounds on the prediction error of penalized least squares estimators with convex penalty2016-09-21Paper
An \(\{\ell_{1},\ell_{2},\ell_{\infty}\}\)-regularization approach to high-dimensional errors-in-variables models2016-09-07Paper
Sparse estimation by exponential weighting2016-03-03Paper
Discussion of ``Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation2016-03-03Paper
Sharp oracle bounds for monotone and convex regression through aggregation2016-02-19Paper
To the memory of Yu. I. Ingster2016-01-28Paper
Improved matrix uncertainty selector2015-07-30Paper
Pivotal Estimation in High-Dimensional Regression via Linear Programming2015-07-20Paper
Optimal exponential bounds on the accuracy of classification2015-01-09Paper
Statistical inference in compound functional models2014-04-25Paper
https://portal.mardi4nfdi.de/entity/Q49285802013-06-14Paper
Detection boundary in sparse regression2013-05-27Paper
On Walsh code assignment2013-04-03Paper
Discussion: Latent variable graphical model selection via convex optimization2013-03-07Paper
Sparse regression learning by aggregation and Langevin Monte-Carlo2012-08-17Paper
Mirror averaging with sparsity priors2012-08-09Paper
Remark on ``Recursive aggregation of estimators by the mirror descent algorithm with averaging2012-05-09Paper
Estimation of Covariance Matrices under Sparsity Constraints2012-05-06Paper
Nuclear-norm penalization and optimal rates for noisy low-rank matrix completion2012-02-21Paper
Oracle inequalities and optimal inference under group sparsity2011-12-08Paper
Exponential screening and optimal rates of sparse estimation2011-06-29Paper
Estimation of high-dimensional low-rank matrices2011-06-29Paper
Sparse recovery under matrix uncertainty2010-11-15Paper
SPADES and mixture models2010-08-24Paper
Classification of sparse high-dimensional vectors2010-05-08Paper
Learning Theory and Kernel Machines2010-03-23Paper
Linear and convex aggregation of density estimators2009-10-13Paper
Change-point estimation from indirect observations. 1. Minimax complexity2009-10-08Paper
Change-point estimation from indirect observations. 2. Adaptation2009-10-08Paper
Simultaneous analysis of Lasso and Dantzig selector2009-07-22Paper
Nonparametric estimation of composite functions2009-05-20Paper
Aggregation by exponential weighting, sharp PAC-Bayesian bounds and sparsity2009-03-31Paper
Sparse classification boundaries2009-03-27Paper
Learning by mirror averaging2008-11-18Paper
Introduction to nonparametric estimation2008-10-29Paper
Sharp Optimality in Density Deconvolution with Dominating Bias. I2008-08-21Paper
Sharp Optimality in Density Deconvolution with Dominating Bias. II2008-08-21Paper
Sparsity oracle inequalities for the Lasso2008-05-14Paper
Hierarchical selection of variables in sparse high-dimensional regression2008-01-08Paper
Aggregation by Exponential Weighting and Sharp Oracle Inequalities2008-01-03Paper
Sparse Density Estimation with ℓ1 Penalties2008-01-03Paper
Aggregation for Gaussian regression2007-10-17Paper
Aggregation and Sparsity Via ℓ1 Penalized Least Squares2007-09-14Paper
Fast learning rates for plug-in classifiers2007-09-03Paper
Recursive aggregation of estimators by the mirror descent algorithm with averaging2006-10-26Paper
Penalized maximum likelihood and semiparametric second-order efficiency2006-06-21Paper
Optimal change-point estimation from indirect observations2006-06-21Paper
Square root penalty: Adaption to the margin in classification and in edge estimation2005-10-18Paper
Fast learning rates for plug-in classifiers under the margin condition2005-07-08Paper
Estimating the endpoint of a distribution in the presence of additive observation errors2005-04-07Paper
Block Thresholding and Sharp Adaptive Estimation in Severely Ill-Posed Inverse Problems2004-12-16Paper
Testing Linearity in an AR Errors-in-variables Model with Application to Stochastic Volatility2004-11-29Paper
Optimal aggregation of classifiers in statistical learning.2004-11-05Paper
Aggregation for Regression Learning2004-10-07Paper
Exact constants for pointwise adaptive estimation under the Riesz transform2004-10-05Paper
Introduction to nonparametric estimation2003-09-23Paper
Testing Hypotheses About Contours in Images2003-07-13Paper
Optimal prediction for linear regression with infinitely many parameters.2003-04-02Paper
Penalized blockwise Stein's method, monotone oracles and sharp adaptive estimation2003-02-10Paper
Sharp adaptation for inverse problems with random noise2002-12-01Paper
Sharp adaptive estimation of linear functionals.2002-11-14Paper
Adaptive prediction and estimation in linear regression with infinitely many parameters.2002-11-14Paper
Oracle inequalities for inverse problems2002-11-14Paper
Smooth discrimination analysis2001-06-05Paper
Asymptotically exact nonparametric hypothesis testing in sup-norm and at a fixed point2001-03-12Paper
Exact asymptotic minimax constants for the estimation of analytical functions in \(L_p\)2001-02-13Paper
https://portal.mardi4nfdi.de/entity/Q44941462000-08-10Paper
On the best rate of adaptive estimation in some inverse problems2000-08-10Paper
Nonparametric vector autoregression2000-06-13Paper
Pointwise and sup-norm sharp adaptive estimation of functions on the Sobolev classes1999-12-20Paper
Asymptotic efficiency in estimation of a convex set1999-03-16Paper
Local polynomial estimators of the volatility function in nonparametric autoregression1999-01-27Paper
Asymptotically efficient signal estimation in \(L_2\) under general loss functions1998-07-15Paper
Wavelets, approximation, and statistical applications1998-06-24Paper
On nonparametric estimation of density level sets1997-08-28Paper
Nonparametric Recursive Variance Estimation1997-04-29Paper
Asymptotically efficient estimation of analytic functions in Gaussian noise1997-04-16Paper
Additive nonparametric regression on principal components1997-03-02Paper
https://portal.mardi4nfdi.de/entity/Q48930361996-09-01Paper
Asymptotical minimax recovery of sets with smooth boundaries1996-04-08Paper
Estimation of non-sharp support boundaries1996-02-13Paper
Efficient estimation of monotone boundaries1996-01-18Paper
Visual Error Criteria for Qualitative Smoothing1995-08-21Paper
https://portal.mardi4nfdi.de/entity/Q48335831995-05-18Paper
https://portal.mardi4nfdi.de/entity/Q43239881995-03-23Paper
Nonparametric recursive estimation in nonlinear ARX-models1994-12-05Paper
https://portal.mardi4nfdi.de/entity/Q31370741994-05-16Paper
Estimation of the density support and its functionals1994-01-09Paper
Minimax theory of image reconstruction1993-11-21Paper
How sensitive are average derivatives?1993-08-25Paper
https://portal.mardi4nfdi.de/entity/Q40370781993-05-18Paper
https://portal.mardi4nfdi.de/entity/Q40370801993-05-18Paper
A Family of Asymptotically Optimal Methods for Choosing the Order of a Projective Regression Estimate1993-04-01Paper
Bandwidth Choice for Average Derivative Estimation1993-04-01Paper
Optimal and robust kernel algorithms for passive stochastic approximation1992-10-12Paper
Optimal estimation accuracy of nonsmooth images1992-06-25Paper
Optimal rates of convergence of estimates in the stochastic problem of computerized tomography1991-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33497911991-01-01Paper
Asymptotic Optimality of the $C_p$-Test for the Orthogonal Series Estimation of Regression1990-01-01Paper
Optimal order of accuracy of search algorithms in stochastic optimization1990-01-01Paper
Recursive estimation of the mode of a multivariate distribution1990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34811121990-01-01Paper
Passive stochastic approximation1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34841911989-01-01Paper
Robust nonparametric regression with simultaneous scale curve estimation1988-01-01Paper
On the Choice of the Bandwidth in Kernel Nonparametric Regression1987-01-01Paper
Transmission accuracy of a continuous signal with binary quantization1987-01-01Paper
Robust estimates of linear model parameters in noise having a moving average1987-01-01Paper
Asymptotic normality of M-estimates1987-01-01Paper
Robust reconstruction of functions by the local-approximation method1986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34684551986-01-01Paper
Rate of convergence of nonparametric estimates of maximum-likelihood type1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36800791984-01-01Paper
Signal processing by the nonparametric maximum-likelihood method1984-01-01Paper
Robust estimates of a function1983-01-01Paper
Convergence of nonparametric robust algorithms of reconstruction of functions1983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33390971983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39654041982-01-01Paper
Nonparametric signal estimation when there is incomplete information on the noise distribution1982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39312791981-01-01Paper
A method of minimization of the empirical risk in identification problems1981-01-01Paper
Error bounds for the method of minimization of empirical risk1981-01-01Paper
Generalized multi-view model: Adaptive density estimation under low-rank constraints0001-01-03Paper

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