Denis Belomestny
- Projected particle methods for solving McKean-Vlasov stochastic\n differential equations
2017/08/27 by Denis Belomestny, John Schoenmakers, Belomestny, Denis +1 · 3 citations
Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Model Reduction and Neural Networks #Numerical Analysis (math.NA) #Stochastic processes and financial applications
- Nonparametric density estimation from observations with multiplicative\n measurement errors
2017/09/02 by Denis Belomestny, Belomestny, Denis, Alexander Goldenshluger +1 · 2 citations
Mathematics · Medicine · #60G05 #60G20 #FOS: Computer and information sciences #Liver Disease Diagnosis and Treatment #Methodology (stat.ME) #Statistical Methods and Bayesian Inference #Statistical Methods and Inference
- Density deconvolution under general assumptions on the distribution of\n measurement errors
2019/07/25 by Denis Belomestny, Belomestny, Denis, Alexander Goldenshluger +1 · 2 citations
Engineering · Mathematics · Medicine · #60G05 #60G20 #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Sparse and Compressive Sensing Techniques #Statistical Methods and Inference #Statistics Theory (math.ST) #Systemic Lupus Erythematosus Research
- Semiparametric estimation of McKean-Vlasov SDEs
2021/07/01 by Denis Belomestny, Vytautė Pilipauskaitė, Belomestny, Denis +3 · 2 citations
Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Climate Change Policy and Economics #Gas Dynamics and Kinetic Theory
- From Dirichlet to Rubin: Optimistic Exploration in RL without Bonuses
2022/05/16 by Daniil Tiapkin, Tiapkin, Daniil, Denis Belomestny +13 · 1 citation
Computer Science · Decision Sciences · #Advanced Bandit Algorithms Research #FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Machine Learning and Algorithms #Reinforcement Learning in Robotics
- Density-Dependent McKean--Vlasov Diffusions: Subgaussian Occupancy Bounds and Polynomial Propagation of Chaos
2026/07/21 by Denis Belomestny, Ekaterina Morozova
#math.PR