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08/28/2023
Sharper dimension-free bounds on the Frobenius distance between sample covariance and its expectation
We study properties of a sample covariance estimate Σ= (𝐗_1 𝐗_1^⊤ + … + ...
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05/16/2023
Mixed Laplace approximation for marginal posterior and Bayesian inference in error-in-operator model
Laplace approximation is a very useful tool in Bayesian inference and it...
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05/14/2023
Nonlinear regression: finite sample guarantees
This paper offers a new approach for study the frequentist properties of...
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08/25/2022
Adaptive Weights Community Detection
Due to the technological progress of the last decades, Community Detecti...
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04/23/2022
Dimension free non-asymptotic bounds on the accuracy of high dimensional Laplace approximation
This note attempts to revisit the classical results on Laplace approxima...
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03/16/2022
High dimensional change-point detection: a complete graph approach
The aim of online change-point detection is for a accurate, timely disco...
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01/17/2022
Finite samples inference and critical dimension for stochastically linear models
The aim of this note is to state a couple of general results about the p...
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11/24/2021
Multiplier bootstrap for Bures-Wasserstein barycenters
Bures-Wasserstein barycenter is a popular and promising tool in analysis...
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12/15/2020
Manifold-based time series forecasting
Prediction for high dimensional time series is a challenging task due to...
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11/24/2020
Reinforced optimal control
Least squares Monte Carlo methods are a popular numerical approximation ...
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12/29/2019
Bayesian inference for nonlinear inverse problems
Bayesian methods are actively used for parameter identification and unce...
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12/10/2019
Adaptive Manifold Clustering
We extend the theoretical study of a recently proposed nonparametric clu...
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10/14/2019
Accuracy of Gaussian approximation in nonparametric Bernstein – von Mises Theorem
The prominent Bernstein – von Mises (BvM) result claims that the posteri...
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06/12/2019
Structure-adaptive manifold estimation
We consider a problem of manifold estimation from noisy observations. We...
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01/02/2019
Statistical inference for Bures-Wasserstein barycenters
In this work we introduce the concept of Bures-Wasserstein barycenter Q_...
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09/11/2018
Multivariate Brenier cumulative distribution functions and their application to non-parametric testing
In this work we introduce a novel approach of construction of multivaria...
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08/07/2018
Optimal stopping via deeply boosted backward regression
In this note we propose a new approach towards solving numerically optim...
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06/15/2018
Instrumental variables regression
IV regression in the context of a re-sampling is considered in the work....
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05/02/2018
Gaussian Process Forecast with multidimensional distributional entries
In this work, we propose to define Gaussian Processes indexed by multidi...
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04/08/2018
Pointwise adaptation via stagewise aggregation of local estimates for multiclass classification
We consider a problem of multiclass classification, where the training s...
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11/30/2017
Bayesian inference for spectral projectors of covariance matrix
Let X_1, ..., X_n be i.i.d. sample in R^p with zero mean and the covaria...
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09/26/2017
Adaptive Nonparametric Clustering
This paper presents a new approach to non-parametric cluster analysis ca...
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06/01/2011