Alexandre B. Tsybakov

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Benign overfitting and adaptive nonparametric regression
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
2024-08-02Paper
An alternative to synthetic control for models with many covariates under sparsity
Foundations of Modern Statistics
2024-03-22Paper
Assigning topics to documents by successive projections
The Annals of Statistics
2024-01-04Paper
Variable selection, monotone likelihood ratio and group sparsity
The Annals of Statistics
2023-05-10Paper
Estimation of the \(\ell_2\)-norm and testing in sparse linear regression with unknown variance
Bernoulli
2022-09-28Paper
Improved Clustering Algorithms for the Bipartite Stochastic Block Model
IEEE Transactions on Information Theory
2022-05-30Paper
Adaptive robust estimation in sparse vector model
The Annals of Statistics
2021-09-28Paper
Estimation of the $l_2$-norm and testing in sparse linear regression with unknown variance
 
2020-10-26Paper
Optimal Variable Selection and Adaptive Noisy Compressed Sensing
IEEE Transactions on Information Theory
2020-09-29Paper
Aggregation of estimators and stochastic optimization
Journal de la Société Française de Statistique \& Revue de Statistique Appliquée
2020-08-31Paper
On estimation of nonsmooth functionals of sparse normal means
Bernoulli
2020-04-27Paper
Minimax rate of testing in sparse linear regression
Automation and Remote Control
2020-04-22Paper
Algorithms of robust stochastic optimization based on mirror descent method
Automation and Remote Control
2020-01-28Paper
Structured matrix estimation and completion
Bernoulli
2019-09-25Paper
Sparse covariance matrix estimation in high-dimensional deconvolution
Bernoulli
2019-06-14Paper
Linear and conic programming estimators in high dimensional errors-in-variables models
Journal of the Royal Statistical Society Series B: Statistical Methodology
2019-05-09Paper
High-dimensional instrumental variables regression and confidence sets -- v2/2012
 
2018-12-29Paper
Towards the study of least squares estimators with convex penalty
 
2018-11-23Paper
Optimal adaptive estimation of linear functionals under sparsity
The Annals of Statistics
2018-10-30Paper
Slope meets Lasso: improved oracle bounds and optimality
The Annals of Statistics
2018-10-25Paper
Variable selection with Hamming loss
The Annals of Statistics
2018-10-24Paper
Bounds on the prediction error of penalized least squares estimators with convex penalty
 
2018-03-08Paper
Robust matrix completion
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
2018-02-05Paper
Aggregation and minimax optimality in high-dimensional estimation
 
2017-11-06Paper
Minimax estimation of linear and quadratic functionals on sparsity classes
The Annals of Statistics
2017-08-03Paper
Oracle inequalities for network models and sparse graphon estimation
The Annals of Statistics
2017-05-02Paper
Empirical entropy, minimax regret and minimax risk
Bernoulli
2017-04-05Paper
Discussion of ``Influential features PCA for high dimensional clustering
The Annals of Statistics
2017-02-13Paper
Comment
Journal of the American Statistical Association
2017-01-20Paper
Estimation of low-rank covariance function
Stochastic Processes and their Applications
2016-11-02Paper
Estimation of matrices with row sparsity
Problems of Information Transmission
2016-10-19Paper
Bounds on the prediction error of penalized least squares estimators with convex penalty
 
2016-09-21Paper
An \(\{\ell_{1},\ell_{2},\ell_{\infty}\}\)-regularization approach to high-dimensional errors-in-variables models
Electronic Journal of Statistics
2016-09-07Paper
Discussion of ``Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation
Electronic Journal of Statistics
2016-03-03Paper
Sparse estimation by exponential weighting
Statistical Science
2016-03-03Paper
Sharp oracle bounds for monotone and convex regression through aggregation
 
2016-02-19Paper
To the memory of Yu. I. Ingster
Journal of Mathematical Sciences (New York)
2016-01-28Paper
Improved matrix uncertainty selector
Institute of Mathematical Statistics Collections
2015-07-30Paper
Pivotal Estimation in High-Dimensional Regression via Linear Programming
Empirical Inference
2015-07-20Paper
Optimal exponential bounds on the accuracy of classification
Constructive Approximation
2015-01-09Paper
Statistical inference in compound functional models
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
2014-04-25Paper
scientific article; zbMATH DE number 6176343 (Why is no real title available?)
 
2013-06-14Paper
Detection boundary in sparse regression
Electronic Journal of Statistics
2013-05-27Paper
On Walsh code assignment
Problems of Information Transmission
2013-04-03Paper
Discussion: Latent variable graphical model selection via convex optimization
The Annals of Statistics
2013-03-07Paper
Sparse regression learning by aggregation and Langevin Monte-Carlo
Journal of Computer and System Sciences
2012-08-17Paper
Mirror averaging with sparsity priors
Bernoulli
2012-08-09Paper
Remark on ``Recursive aggregation of estimators by the mirror descent algorithm with averaging
Problems of Information Transmission
2012-05-09Paper
Estimation of Covariance Matrices under Sparsity Constraints
 
2012-05-06Paper
Nuclear-norm penalization and optimal rates for noisy low-rank matrix completion
The Annals of Statistics
2012-02-21Paper
Oracle inequalities and optimal inference under group sparsity
The Annals of Statistics
2011-12-08Paper
Estimation of high-dimensional low-rank matrices
The Annals of Statistics
2011-06-29Paper
Exponential screening and optimal rates of sparse estimation
The Annals of Statistics
2011-06-29Paper
Sparse recovery under matrix uncertainty
The Annals of Statistics
2010-11-15Paper
SPADES and mixture models
The Annals of Statistics
2010-08-24Paper
Classification of sparse high-dimensional vectors
Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences
2010-05-08Paper
Learning Theory and Kernel Machines
Lecture Notes in Computer Science
2010-03-23Paper
Linear and convex aggregation of density estimators
Mathematical Methods of Statistics
2009-10-13Paper
Change-point estimation from indirect observations. 2. Adaptation
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
2009-10-08Paper
Change-point estimation from indirect observations. 1. Minimax complexity
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
2009-10-08Paper
Simultaneous analysis of Lasso and Dantzig selector
The Annals of Statistics
2009-07-22Paper
Nonparametric estimation of composite functions
The Annals of Statistics
2009-05-20Paper
Aggregation by exponential weighting, sharp PAC-Bayesian bounds and sparsity
Machine Learning
2009-03-31Paper
Sparse classification boundaries
 
2009-03-27Paper
Learning by mirror averaging
The Annals of Statistics
2008-11-18Paper
Introduction to nonparametric estimation
Springer Series in Statistics
2008-10-29Paper
Sharp Optimality in Density Deconvolution with Dominating Bias. I
Theory of Probability & Its Applications
2008-08-21Paper
Sharp Optimality in Density Deconvolution with Dominating Bias. II
Theory of Probability & Its Applications
2008-08-21Paper
Sparsity oracle inequalities for the Lasso
Electronic Journal of Statistics
2008-05-14Paper
Hierarchical selection of variables in sparse high-dimensional regression
 
2008-01-08Paper
Sparse Density Estimation with ℓ1 Penalties
Learning Theory
2008-01-03Paper
Aggregation by Exponential Weighting and Sharp Oracle Inequalities
Learning Theory
2008-01-03Paper
Aggregation for Gaussian regression
The Annals of Statistics
2007-10-17Paper
Aggregation and Sparsity Via ℓ1 Penalized Least Squares
Learning Theory
2007-09-14Paper
Fast learning rates for plug-in classifiers
The Annals of Statistics
2007-09-03Paper
Recursive aggregation of estimators by the mirror descent algorithm with averaging
Problems of Information Transmission
2006-10-26Paper
Optimal change-point estimation from indirect observations
The Annals of Statistics
2006-06-21Paper
Penalized maximum likelihood and semiparametric second-order efficiency
The Annals of Statistics
2006-06-21Paper
Square root penalty: Adaption to the margin in classification and in edge estimation
The Annals of Statistics
2005-10-18Paper
Fast learning rates for plug-in classifiers under the margin condition
 
2005-07-08Paper
Estimating the endpoint of a distribution in the presence of additive observation errors
Statistics \& Probability Letters
2005-04-07Paper
Block Thresholding and Sharp Adaptive Estimation in Severely Ill-Posed Inverse Problems
Theory of Probability & Its Applications
2004-12-16Paper
Testing Linearity in an AR Errors-in-variables Model with Application to Stochastic Volatility
Applicationes Mathematicae
2004-11-29Paper
Optimal aggregation of classifiers in statistical learning.
The Annals of Statistics
2004-11-05Paper
Aggregation for Regression Learning
 
2004-10-07Paper
Exact constants for pointwise adaptive estimation under the Riesz transform
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
2004-10-05Paper
Introduction to nonparametric estimation
Mathématiques \& Applications (Berlin)
2003-09-23Paper
Testing Hypotheses About Contours in Images
Journal of Nonparametric Statistics
2003-07-13Paper
Optimal prediction for linear regression with infinitely many parameters.
Journal of Multivariate Analysis
2003-04-02Paper
Penalized blockwise Stein's method, monotone oracles and sharp adaptive estimation
Mathematical Methods of Statistics
2003-02-10Paper
Sharp adaptation for inverse problems with random noise
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
2002-12-01Paper
Oracle inequalities for inverse problems
The Annals of Statistics
2002-11-14Paper
Sharp adaptive estimation of linear functionals.
The Annals of Statistics
2002-11-14Paper
Adaptive prediction and estimation in linear regression with infinitely many parameters.
The Annals of Statistics
2002-11-14Paper
Smooth discrimination analysis
The Annals of Statistics
2001-06-05Paper
Asymptotically exact nonparametric hypothesis testing in sup-norm and at a fixed point
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
2001-03-12Paper
Exact asymptotic minimax constants for the estimation of analytical functions in \(L_p\)
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
2001-02-13Paper
scientific article; zbMATH DE number 1487661 (Why is no real title available?)
 
2000-08-10Paper
On the best rate of adaptive estimation in some inverse problems
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics
2000-08-10Paper
Nonparametric vector autoregression
Journal of Statistical Planning and Inference
2000-06-13Paper
Pointwise and sup-norm sharp adaptive estimation of functions on the Sobolev classes
The Annals of Statistics
1999-12-20Paper
Asymptotic efficiency in estimation of a convex set
Problems of Information Transmission
1999-03-16Paper
Local polynomial estimators of the volatility function in nonparametric autoregression
Journal of Econometrics
1999-01-27Paper
Asymptotically efficient signal estimation in \(L_2\) under general loss functions
Problems of Information Transmission
1998-07-15Paper
Wavelets, approximation, and statistical applications
Lecture Notes in Statistics
1998-06-24Paper
On nonparametric estimation of density level sets
The Annals of Statistics
1997-08-28Paper
Nonparametric Recursive Variance Estimation
Statistics
1997-04-29Paper
Asymptotically efficient estimation of analytic functions in Gaussian noise
Bernoulli
1997-04-16Paper
Additive nonparametric regression on principal components
Journal of Nonparametric Statistics
1997-03-02Paper
scientific article; zbMATH DE number 922427 (Why is no real title available?)
 
1996-09-01Paper
Asymptotical minimax recovery of sets with smooth boundaries
The Annals of Statistics
1996-04-08Paper
Estimation of non-sharp support boundaries
Journal of Multivariate Analysis
1996-02-13Paper
Efficient estimation of monotone boundaries
The Annals of Statistics
1996-01-18Paper
Visual Error Criteria for Qualitative Smoothing
 
1995-08-21Paper
scientific article; zbMATH DE number 756563 (Why is no real title available?)
 
1995-05-18Paper
scientific article; zbMATH DE number 726923 (Why is no real title available?)
 
1995-03-23Paper
Nonparametric recursive estimation in nonlinear ARX-models
Problems of Information Transmission
1994-12-05Paper
scientific article; zbMATH DE number 426239 (Why is no real title available?)
 
1994-05-16Paper
Estimation of the density support and its functionals
Problems of Information Transmission
1994-01-09Paper
Minimax theory of image reconstruction
Lecture Notes in Statistics
1993-11-21Paper
How sensitive are average derivatives?
Journal of Econometrics
1993-08-25Paper
scientific article; zbMATH DE number 177228 (Why is no real title available?)
 
1993-05-18Paper
scientific article; zbMATH DE number 177230 (Why is no real title available?)
 
1993-05-18Paper
A Family of Asymptotically Optimal Methods for Choosing the Order of a Projective Regression Estimate
Theory of Probability & Its Applications
1993-04-01Paper
Bandwidth Choice for Average Derivative Estimation
Journal of the American Statistical Association
1993-04-01Paper
Optimal and robust kernel algorithms for passive stochastic approximation
IEEE Transactions on Information Theory
1992-10-12Paper
Optimal estimation accuracy of nonsmooth images
Problems of Information Transmission
1992-06-25Paper
scientific article; zbMATH DE number 4201396 (Why is no real title available?)
 
1991-01-01Paper
Optimal rates of convergence of estimates in the stochastic problem of computerized tomography
Problems of Information Transmission
1991-01-01Paper
scientific article; zbMATH DE number 4151661 (Why is no real title available?)
 
1990-01-01Paper
Optimal order of accuracy of search algorithms in stochastic optimization
Problems of Information Transmission
1990-01-01Paper
Asymptotic Optimality of the $C_p$-Test for the Orthogonal Series Estimation of Regression
Theory of Probability & Its Applications
1990-01-01Paper
Recursive estimation of the mode of a multivariate distribution
Problems of Information Transmission
1990-01-01Paper
scientific article; zbMATH DE number 4155680 (Why is no real title available?)
 
1989-01-01Paper
Passive stochastic approximation
Automation and Remote Control
1989-01-01Paper
Robust nonparametric regression with simultaneous scale curve estimation
The Annals of Statistics
1988-01-01Paper
Asymptotic normality of M-estimates
Automation and Remote Control
1987-01-01Paper
Transmission accuracy of a continuous signal with binary quantization
Problems of Information Transmission
1987-01-01Paper
Robust estimates of linear model parameters in noise having a moving average
Automation and Remote Control
1987-01-01Paper
On the Choice of the Bandwidth in Kernel Nonparametric Regression
Theory of Probability & Its Applications
1987-01-01Paper
scientific article; zbMATH DE number 4135225 (Why is no real title available?)
 
1986-01-01Paper
Robust reconstruction of functions by the local-approximation method
Problems of Information Transmission
1986-01-01Paper
Rate of convergence of nonparametric estimates of maximum-likelihood type
Problems of Information Transmission
1985-01-01Paper
Signal processing by the nonparametric maximum-likelihood method
Problems of Information Transmission
1984-01-01Paper
scientific article; zbMATH DE number 3901821 (Why is no real title available?)
 
1984-01-01Paper
scientific article; zbMATH DE number 3872480 (Why is no real title available?)
 
1983-01-01Paper
Convergence of nonparametric robust algorithms of reconstruction of functions
Automation and Remote Control
1983-01-01Paper
Robust estimates of a function
Problems of Information Transmission
1983-01-01Paper
Nonparametric signal estimation when there is incomplete information on the noise distribution
Problems of Information Transmission
1982-01-01Paper
scientific article; zbMATH DE number 3787846 (Why is no real title available?)
 
1982-01-01Paper
scientific article; zbMATH DE number 3745036 (Why is no real title available?)
 
1981-01-01Paper
A method of minimization of the empirical risk in identification problems
Automation and Remote Control
1981-01-01Paper
Error bounds for the method of minimization of empirical risk
Problems of Information Transmission
1981-01-01Paper
Generalized multi-view model: Adaptive density estimation under low-rank constraints
 
N/APaper


Research outcomes over time


This page was built for person: Alexandre B. Tsybakov