The following pages link to Alexandre B. Tsybakov (Q252266):
Displayed 50 items.
- An \(\{\ell_{1},\ell_{2},\ell_{\infty}\}\)-regularization approach to high-dimensional errors-in-variables models (Q309537) (← links)
- Estimation of matrices with row sparsity (Q327303) (← links)
- Estimation of low-rank covariance function (Q335675) (← links)
- (Q415680) (redirect page) (← links)
- Remark on ``Recursive aggregation of estimators by the mirror descent algorithm with averaging'' (Q415681) (← links)
- Sparse regression learning by aggregation and Langevin Monte-Carlo (Q439987) (← links)
- Mirror averaging with sparsity priors (Q442083) (← links)
- Optimal exponential bounds on the accuracy of classification (Q485316) (← links)
- Empirical entropy, minimax regret and minimax risk (Q520672) (← links)
- Oracle inequalities for network models and sparse graphon estimation (Q524462) (← links)
- Exponential screening and optimal rates of sparse estimation (Q548534) (← links)
- Estimation of high-dimensional low-rank matrices (Q548539) (← links)
- Sparse recovery under matrix uncertainty (Q605921) (← links)
- Oracle inequalities and optimal inference under group sparsity (Q651028) (← links)
- Nuclear-norm penalization and optimal rates for noisy low-rank matrix completion (Q661157) (← links)
- Robust matrix completion (Q682808) (← links)
- Minimax theory of image reconstruction (Q690327) (← links)
- Change-point estimation from indirect observations. 1. Minimax complexity (Q731700) (← links)
- Change-point estimation from indirect observations. 2. Adaptation (Q731701) (← links)
- Linear and convex aggregation of density estimators (Q734530) (← links)
- Optimal order of accuracy of search algorithms in stochastic optimization (Q749450) (← links)
- Recursive estimation of the mode of a multivariate distribution (Q756325) (← links)
- Robust estimates of a function (Q787616) (← links)
- Convergence of nonparametric robust algorithms of reconstruction of functions (Q794092) (← links)
- Adaptive robust estimation in sparse vector model (Q820801) (← links)
- To the memory of Yu. I. Ingster (Q906001) (← links)
- Learning by mirror averaging (Q955138) (← links)
- SPADES and mixture models (Q988014) (← links)
- Fast learning rates for plug-in classifiers (Q995418) (← links)
- Aggregation by exponential weighting, sharp PAC-Bayesian bounds and sparsity (Q1009266) (← links)
- Nonparametric estimation of composite functions (Q1018644) (← links)
- Signal processing by the nonparametric maximum-likelihood method (Q1080582) (← links)
- Robust reconstruction of functions by the local-approximation method (Q1091061) (← links)
- Transmission accuracy of a continuous signal with binary quantization (Q1098819) (← links)
- Robust estimates of linear model parameters in noise having a moving average (Q1106801) (← links)
- Robust nonparametric regression with simultaneous scale curve estimation (Q1118285) (← links)
- A method of minimization of the empirical risk in identification problems (Q1167132) (← links)
- Nonparametric signal estimation when there is incomplete information on the noise distribution (Q1172040) (← links)
- How sensitive are average derivatives? (Q1260681) (← links)
- Exact asymptotic minimax constants for the estimation of analytical functions in \(L_p\) (Q1271262) (← links)
- Asymptotic efficiency in estimation of a convex set (Q1280778) (← links)
- (Q1299540) (redirect page) (← links)
- Nonparametric vector autoregression (Q1299541) (← links)
- Pointwise and sup-norm sharp adaptive estimation of functions on the Sobolev classes (Q1307108) (← links)
- Estimation of the density support and its functionals (Q1310733) (← links)
- Nonparametric recursive estimation in nonlinear ARX-models (Q1337932) (← links)
- On nonparametric estimation of density level sets (Q1364731) (← links)
- Local polynomial estimators of the volatility function in nonparametric autoregression (Q1372929) (← links)
- (Q1386634) (redirect page) (← links)
- Asymptotically efficient signal estimation in \(L_2\) under general loss functions (Q1386635) (← links)