The following pages link to Arnak S. Dalalyan (Q302436):
Displaying 44 items.
- On estimation of the diagonal elements of a sparse precision matrix (Q302437) (← links)
- On camera calibration with linear programming and loop constraint linearization (Q409179) (← links)
- Sparse regression learning by aggregation and Langevin Monte-Carlo (Q439987) (← links)
- Mirror averaging with sparsity priors (Q442083) (← links)
- Description of random fields by means of one-point finite-conditional distributions (Q471268) (← links)
- On the prediction performance of the Lasso (Q502891) (← links)
- (Q592847) (redirect page) (← links)
- SOCP based variance free Dantzig selector with application to robust estimation (Q715639) (← links)
- Second-order asymptotic expansion for a non-synchronous covariation estimator (Q720740) (← links)
- Tight conditions for consistency of variable selection in the context of high dimensionality (Q741803) (← links)
- (Q816988) (redirect page) (← links)
- Asymptotic statistical equivalence for scalar ergodic diffusions (Q816989) (← links)
- Sharp adaptive estimation of the drift function for ergodic diffusions (Q817979) (← links)
- Asymptotic statistical equivalence for ergodic diffusions: the multidimensional case (Q866947) (← links)
- (Q1009265) (redirect page) (← links)
- Aggregation by exponential weighting, sharp PAC-Bayesian bounds and sparsity (Q1009266) (← links)
- On the prediction loss of the Lasso in the partially labeled setting (Q1616320) (← links)
- Estimating linear functionals of a sparse family of Poisson means (Q1656848) (← links)
- Optimal Kullback-Leibler aggregation in mixture density estimation by maximum likelihood (Q1737972) (← links)
- On the exponentially weighted aggregate with the Laplace prior (Q1800807) (← links)
- Asymptotically efficient estimation of the derivative of the invariant density (Q1810762) (← links)
- Robust estimation for an inverse problem arising in multiview geometry (Q1932929) (← links)
- Sharp oracle inequalities for aggregation of affine estimators (Q1940775) (← links)
- Minimax testing of a composite null hypothesis defined via a quadratic functional in the model of regression (Q1951106) (← links)
- Optimal detection of the feature matching map in presence of noise and outliers (Q2106814) (← links)
- All-in-one robust estimator of the Gaussian mean (Q2131271) (← links)
- On sampling from a log-concave density using kinetic Langevin diffusions (Q2174987) (← links)
- Exponential weights in multivariate regression and a low-rankness favoring prior (Q2179638) (← links)
- Confidence regions and minimax rates in outlier-robust estimation on the probability simplex (Q2192314) (← links)
- User-friendly guarantees for the Langevin Monte Carlo with inaccurate gradient (Q2280028) (← links)
- Multidimensional linear functional estimation in sparse Gaussian models and robust estimation of the mean (Q2323942) (← links)
- Curve registration by nonparametric goodness-of-fit testing (Q2348101) (← links)
- Stein shrinkage and second-order efficiency for semiparametric estimation of the shift (Q2440596) (← links)
- Statistical inference in compound functional models (Q2447291) (← links)
- Penalized maximum likelihood and semiparametric second-order efficiency (Q2493551) (← links)
- Minimax rates in permutation estimation for feature matching (Q2810764) (← links)
- Competing against the Best Nearest Neighbor Filter in Regression (Q3093945) (← links)
- (Q3096165) (← links)
- On second order minimax estimation of invariant density for ergodic diffusion (Q4659565) (← links)
- Aggregation by Exponential Weighting and Sharp Oracle Inequalities (Q5432428) (← links)
- Theoretical Guarantees for Approximate Sampling from Smooth and Log-Concave Densities (Q5743237) (← links)
- Discussion of ``Hypothesis testing by convex optimization'' (Q5965738) (← links)
- Simple proof of the risk bound for denoising by exponential weights for asymmetric noise distributions (Q6193809) (← links)
- Parallelized Midpoint Randomization for Langevin Monte Carlo (Q6522965) (← links)
