| Publication | Date of Publication | Type |
|---|
Reconstruction of manifold embeddings into Euclidean spaces via intrinsic distances
ESAIM: Control, Optimisation and Calculus of Variations | 2024-02-02 | Paper |
Accelerated gradient methods with absolute and relative noise in the gradient
Optimization Methods & Software | 2023-12-11 | Paper |
Dimension Free Nonasymptotic Bounds on the Accuracy of High-Dimensional Laplace Approximation
SIAM/ASA Journal on Uncertainty Quantification | 2023-11-30 | Paper |
Deviation bounds for the norm of a random vector under exponential moment conditions with applications
| 2023-09-05 | Paper |
Sharper dimension-free bounds on the Frobenius distance between sample covariance and its expectation
| 2023-08-28 | Paper |
Mixed Laplace approximation for marginal posterior and Bayesian inference in error-in-operator model
| 2023-05-16 | Paper |
Nonlinear regression: finite sample guarantees
| 2023-05-14 | Paper |
Concentration of a high dimensional sub-gaussian vector
| 2023-05-13 | Paper |
Reinforced optimal control
Communications in Mathematical Sciences | 2022-12-13 | Paper |
scientific article; zbMATH DE number 7625193 (Why is no real title available?)
| 2022-11-29 | Paper |
Adaptive Weights Community Detection
| 2022-08-25 | Paper |
Finite samples inference and critical dimension for stochastically linear models
| 2022-01-17 | Paper |
Statistical inference for Bures-Wasserstein barycenters
The Annals of Applied Probability | 2021-11-04 | Paper |
Efficient and positive semidefinite pre-averaging realized covariance estimator
STATISTICA SINICA | 2021-10-06 | Paper |
Manifold-based time series forecasting
| 2020-12-15 | Paper |
Gaussian processes with multidimensional distribution inputs via optimal transport and Hilbertian embedding
Electronic Journal of Statistics | 2020-08-17 | Paper |
Elements of statistical inference in 2-Wasserstein space
CIM Series in Mathematical Sciences | 2020-06-29 | Paper |
An adaptive multiclass nearest neighbor classifier
ESAIM: Probability and Statistics | 2020-05-18 | Paper |
Optimal stopping via reinforced regression
Communications in Mathematical Sciences | 2020-04-07 | Paper |
Bayesian inference for nonlinear inverse problems
| 2019-12-29 | Paper |
Adaptive Manifold Clustering
| 2019-12-10 | Paper |
Adaptive Gradient Descent for Convex and Non-Convex Stochastic Optimization
| 2019-11-19 | Paper |
Accuracy of Gaussian approximation in nonparametric Bernstein -- von Mises Theorem
| 2019-10-14 | Paper |
Large ball probabilities, Gaussian comparison and anti-concentration
Bernoulli | 2019-09-25 | Paper |
Adaptive Nonparametric Clustering
IEEE Transactions on Information Theory | 2019-07-19 | Paper |
Bootstrap confidence sets for spectral projectors of sample covariance
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2019-07-17 | Paper |
Structure-adaptive manifold estimation
| 2019-06-12 | Paper |
Bootstrap tuning in Gaussian ordered model selection
The Annals of Statistics | 2019-05-10 | Paper |
Nonasymptotic estimates for the closeness of Gaussian measures on balls
Doklady Mathematics | 2019-01-15 | Paper |
Confidence sets for spectral projectors of covariance matrices
Doklady Mathematics | 2019-01-15 | Paper |
Multivariate Brenier cumulative distribution functions and their application to non-parametric testing
| 2018-09-11 | Paper |
Bayesian inference for spectral projectors of the covariance matrix
Electronic Journal of Statistics | 2018-08-14 | Paper |
Spatially Adaptive Estimation via Fitted Local Likelihood Techniques
IEEE Transactions on Signal Processing | 2018-06-27 | Paper |
Instrumental variables regression
| 2018-06-15 | Paper |
Toolbox: Gaussian comparison on Eucledian balls
| 2018-04-02 | Paper |
Multiscale change point detection
Theory of Probability & Its Applications | 2018-01-09 | Paper |
Sparse Non-Gaussian Component Analysis
IEEE Transactions on Information Theory | 2017-07-27 | Paper |
Random gradient-free minimization of convex functions
Foundations of Computational Mathematics | 2017-05-23 | Paper |
Penalized maximum likelihood estimation and effective dimension
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2017-04-06 | Paper |
Construction of Non-asymptotic Confidence Sets in 2-Wasserstein Space
| 2017-03-10 | Paper |
Convergence of an alternating maximization procedure
Journal of Machine Learning Research (JMLR) | 2016-06-06 | Paper |
Finite sample Bernstein-von Mises theorem for semiparametric problems
Bayesian Analysis | 2016-04-22 | Paper |
To the memory of Yu. I. Ingster
Journal of Mathematical Sciences (New York) | 2016-01-28 | Paper |
Bootstrap confidence sets under model misspecification
The Annals of Statistics | 2015-11-18 | Paper |
Modeling nonstationary and leptokurtic financial time series
Econometric Theory | 2015-11-03 | Paper |
Primal-dual methods for solving infinite-dimensional games
Journal of Optimization Theory and Applications | 2015-09-03 | Paper |
Critical dimension in the semiparametric Bernstein-von Mises theorem
Proceedings of the Steklov Institute of Mathematics | 2015-08-20 | Paper |
Efficient numerical algorithms for regularized regression problem with applications to traffic matrix estimations
| 2015-08-04 | Paper |
On the efficiency of a randomized mirror descent algorithm in online optimization problems
Computational Mathematics and Mathematical Physics | 2015-07-13 | Paper |
Universal method with inexact oracle and its applications for searching equillibriums in multistage transport problems
| 2015-05-31 | Paper |
Properties of the Bayesian parameter estimation of a regression based on Gaussian processes
Journal of Mathematical Sciences (New York) | 2015-03-03 | Paper |
Bayesian model selection and the concentration of the posterior of hyperparameters
Journal of Mathematical Sciences (New York) | 2015-03-03 | Paper |
Critical dimension in profile semiparametric estimation
Electronic Journal of Statistics | 2015-01-27 | Paper |
Construction of mean-self-financing strategies for European options under regime-switching
SIAM Journal on Financial Mathematics | 2015-01-20 | Paper |
Two convergence results for an alternation maximization procedure
| 2015-01-07 | Paper |
Properties of the posterior distribution of a regression model based on Gaussian random fields
Automation and Remote Control | 2014-10-15 | Paper |
Uniform properties of the local maximum likelihood estimate
Automation and Remote Control | 2014-10-15 | Paper |
Efficient randomized mirror descents in stochastic online convex optimization
| 2014-10-12 | Paper |
Parametric estimation. Finite sample theory
The Annals of Statistics | 2014-09-15 | Paper |
Concentration inequalities for smooth random fields
Theory of Probability and its Applications | 2014-08-27 | Paper |
Local quantile regression
Journal of Statistical Planning and Inference | 2014-02-06 | Paper |
Rejoinder on: ``Local quantile regression
Journal of Statistical Planning and Inference | 2014-02-06 | Paper |
The Bernstein-von Mises theorem for regression based on Gaussian Processes
Russian Mathematical Surveys | 2014-02-05 | Paper |
Sparse non Gaussian component analysis by semidefinite programming
Machine Learning | 2013-10-22 | Paper |
Spatially adaptive density estimation by localised Haar projections
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2013-10-09 | Paper |
Structural adaptive smoothing procedures
Understanding Complex Systems | 2013-09-25 | Paper |
Sharp deviation bounds for quadratic forms
Mathematical Methods of Statistics | 2013-08-23 | Paper |
Basics of Modern Mathematical Statistics
Springer Texts in Statistics | 2013-08-16 | Paper |
Exponential bounds for minimum contrast estimators
Electronic Journal of Statistics | 2013-05-27 | Paper |
Bernstein - von Mises Theorem for growing parameter dimension
| 2013-02-14 | Paper |
A new algorithm for estimating the effective dimension-reduction subspace
| 2011-11-08 | Paper |
In search of non-Gaussian components of a high-dimensional distribution
| 2011-10-12 | Paper |
Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models
Econometrics Journal | 2010-10-15 | Paper |
Varying Coefficient GARCH Models
Handbook of Financial Time Series | 2009-11-27 | Paper |
Regression methods in pricing American and Bermudan options using consumption processes
Quantitative Finance | 2009-09-13 | Paper |
Parameter tuning in pointwise adaptation using a propagation approach
The Annals of Statistics | 2009-08-19 | Paper |
Multiscale local change point detection with applications to value-at-risk
The Annals of Statistics | 2009-05-20 | Paper |
A penalized exponential risk bound in parametric estimation
| 2009-03-10 | Paper |
Recovering convex edges of an image from noisy tomographic data
IEEE Transactions on Information Theory | 2008-12-21 | Paper |
Locally Time Homogeneous Time Series Modelling
Applied Quantitative Finance | 2008-12-01 | Paper |
Statistics of extremes by oracle estimation
The Annals of Statistics | 2008-08-28 | Paper |
Structural adaptive smoothing by propagation-separation methods
| 2008-06-11 | Paper |
Spatial aggregation of local likelihood estimates with applications to classification
The Annals of Statistics | 2008-01-16 | Paper |
Pareto approximation of the tail by local exponential modeling
| 2007-11-13 | Paper |
Forward and reverse representations for Markov chains
Stochastic Processes and their Applications | 2007-07-27 | Paper |
Portfolio value at risk based on independent component analysis
Journal of Computational and Applied Mathematics | 2007-07-17 | Paper |
Functional and Dynamic Magnetic Resonance Imaging Using Vector Adaptive Weights Smoothing
Journal of the Royal Statistical Society Series C: Applied Statistics | 2007-05-30 | Paper |
Independent Component Analysis and Blind Signal Separation
Lecture Notes in Computer Science | 2007-02-12 | Paper |
Propagation-separation approach for local likelihood estimation
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2006-06-26 | Paper |
Confidence estimation of the covariance function of stationary and locally stationary processes
Statistics & Decisions | 2005-07-01 | Paper |
Transition density estimation for stochastic differential equations via forward-reverse represen\-ta\-tions
Bernoulli | 2005-03-30 | Paper |
Statistical inference for time-inhomogeneous volatility models.
The Annals of Statistics | 2004-09-15 | Paper |
An Adaptive, Rate-Optimal Test of Linearity for Median Regression Models
Journal of the American Statistical Association | 2004-06-10 | Paper |
Structural Tests in Additive Regression
Journal of the American Statistical Association | 2004-06-10 | Paper |
On the shape-from-moments problem and recovering edges from noisy Radon data
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2004-03-11 | Paper |
scientific article; zbMATH DE number 1933009 (Why is no real title available?)
| 2003-10-28 | Paper |
Image denoising: Pointwise adaptive approach
The Annals of Statistics | 2003-09-14 | Paper |
Data-driven testing the fit of linear models
Mathematical Methods of Statistics | 2003-02-10 | Paper |
Adaptive and spatially adaptive testing of a nonparametric hypothesis.
Mathematical Methods of Statistics | 2003-02-10 | Paper |
Multiscale testing of qualitative hypotheses
The Annals of Statistics | 2002-11-14 | Paper |
Direct estimation of the index coefficient in a single-index model
The Annals of Statistics | 2002-11-14 | Paper |
Structure adaptive approach for dimension reduction.
The Annals of Statistics | 2002-11-14 | Paper |
Adaptive drift estimation for nonparametric diffusion model.
The Annals of Statistics | 2002-11-14 | Paper |
Variance estimation for high-dimensional regression models
Journal of Multivariate Analysis | 2002-09-17 | Paper |
An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
Econometrica | 2002-05-28 | Paper |
On estimating a dynamic function of a stochastic system with averaging
Statistical Inference for Stochastic Processes | 2002-04-07 | Paper |
On large-deviation efficiency in statistical inference
Bernoulli | 2001-02-18 | Paper |
Statistical Experiments and Decisions
Advanced Series on Statistical Science & Applied Probability | 2001-01-28 | Paper |
Deviation probability bound for martingales with applications to statistical estimation
Statistics & Probability Letters | 2001-01-11 | Paper |
Minimax nonparametric hypothesis testing: The case of an inhomogeneous alternative
Bernoulli | 2000-10-29 | Paper |
Optimal choice of observation window for Poisson observations
Statistics & Probability Letters | 2000-01-30 | Paper |
Estimation of a function with discontinuities via local polynomial fit with an adaptive window choice
The Annals of Statistics | 1999-11-09 | Paper |
Moderate deviations type evaluation for integral functionals of diffusion processes
Electronic Journal of Probability | 1999-10-26 | Paper |
On estimation of the \(L_r\) norm of a regression function
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1999-03-30 | Paper |
Adaptive hypothesis testing using wavelets
The Annals of Statistics | 1998-11-03 | Paper |
Exact Asymptotics of Minimax Bahadur Risk in Lipschitz Regression
Statistics | 1998-10-11 | Paper |
Optimal pointwise adaptive methods in nonparametric estimation
The Annals of Statistics | 1998-05-25 | Paper |
Optimal spatial adaptation to inhomogeneous smoothness: An approach based on kernel estimates with variable bandwidth selectors
The Annals of Statistics | 1998-04-29 | Paper |
On sequential estimation of an autoregressive parameter
Stochastics and Stochastic Reports | 1997-12-14 | Paper |
Semiparametric single index versus fixed link function modelling
The Annals of Statistics | 1997-09-09 | Paper |
On the efficiency of wavelet estimators under arbitrary error distributions
Mathematical Methods of Statistics | 1996-09-18 | Paper |
scientific article; zbMATH DE number 862394 (Why is no real title available?)
| 1996-05-14 | Paper |
scientific article; zbMATH DE number 862389 (Why is no real title available?)
| 1996-05-14 | Paper |
scientific article; zbMATH DE number 862393 (Why is no real title available?)
| 1996-05-14 | Paper |
Local adaptation to inhomogeneous smoothness: Resolution level
Mathematical Methods of Statistics | 1996-02-01 | Paper |
Efficient estimation and experimental design for controlled systems. Asymptotic approach
Stochastics and Stochastic Reports | 1995-12-11 | Paper |
scientific article; zbMATH DE number 721886 (Why is no real title available?)
| 1995-04-06 | Paper |
scientific article; zbMATH DE number 721884 (Why is no real title available?)
| 1995-02-13 | Paper |
Optimal design of regression experiments with ARMA-errors
Mathematical Methods of Statistics | 1994-10-10 | Paper |
scientific article; zbMATH DE number 177233 (Why is no real title available?)
| 1993-05-18 | Paper |
Lower bounds of minimax risk in estimation problems without lan condition
Stochastics and Stochastic Reports | 1992-06-28 | Paper |
scientific article; zbMATH DE number 18471 (Why is no real title available?)
| 1992-06-26 | Paper |
scientific article; zbMATH DE number 4041083 (Why is no real title available?)
| 1988-01-01 | Paper |
On the design of regression experiments with dependent errors
Russian Mathematical Surveys | 1988-01-01 | Paper |
Estimation for SLS models: finite sample guarantees
| N/A | Paper |
