Spokoiny, Vladimir
- Bernstein - von Mises Theorem for growing parameter dimension
2013/02/14 by Spokoiny, Vladimir · 4 citations
#62F15 #62F25 #FOS: Mathematics #Statistics Theory (math.ST)
- Statistical inference for Bures-Wasserstein barycenters
2019/01/02 by Kroshnin, Alexey, Spokoiny, Vladimir, Suvorikova, Alexandra · 4 citations
#Applications (stat.AP) #FOS: Computer and information sciences #FOS: Mathematics #Statistics Theory (math.ST)
- A new algorithm for estimating the effective dimension-reduction subspace
2007/01/30 by Dalalyan, Arnak, Juditsky, Anatoly, Spokoiny, Vladimir · 1 citation
#FOS: Mathematics #Statistics Theory (math.ST)
- Sparse Non Gaussian Component Analysis by Semidefinite Programming
2011/06/01 by Diederichs, Elmar, Juditsky, Anatoli, Nemirovski, Arkadi +1 · 1 citation
#62G07 #62H25 #62H30 #90C48 #90C90 #Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (stat.ML) #Optimization and Control (math.OC) #Statistics Theory (math.ST)
- Bayesian inference for nonlinear inverse problems
2019/12/29 by Vladimir Spokoiny, Spokoiny, Vladimir · 1 citation
Computer Science · Engineering · Mathematics · #62F15 #62F25 #FOS: Mathematics #Gaussian Processes and Bayesian Inference #Sparse and Compressive Sensing Techniques #Statistical Methods and Inference #Statistics Theory (math.ST)
- Accelerated gradient methods with absolute and relative noise in the gradient
2021/02/04 by Vasin Artem, Artem, Vasin, Alexander Gasnikov +5 · 1 citation
Computer Science · Engineering · #FOS: Mathematics #Optimization and Control (math.OC) #Optimization and Variational Analysis #Sparse and Compressive Sensing Techniques #Stochastic Gradient Optimization Techniques
- Large ball probability, Gaussian comparison and anti-concentration
2017/08/29 by Friedrich Götze, Götze, Friedrich, Alexey Naumov +5 · 2 citations
Mathematics · Physics and Astronomy · #Advanced Statistical Methods and Models #FOS: Mathematics #Probability (math.PR) #Statistical Mechanics and Entropy #Statistical Methods and Inference
- Bootstrap confidence sets for spectral projectors of sample covariance
2017/03/02 by Naumov, Alexey, Spokoiny, Vladimir, Ulyanov, Vladimir · 1 citation
#FOS: Mathematics #Probability (math.PR) #Statistics Theory (math.ST)
- Bootstrap tuning in ordered model selection
2015/07/17 by Vladimir Spokoiny, Niklas Willrich, Spokoiny, Vladimir +1 · 1 citation
Engineering · Mathematics · #62G05 #62J15 #Control Systems and Identification #FOS: Mathematics #Statistical Methods and Bayesian Inference #Statistical Methods and Inference #Statistics Theory (math.ST) #secondary 62G09
- Sharper dimension-free bounds on the Frobenius distance between sample covariance and its expectation
2023/08/28 by Nikita Puchkin, Puchkin, Nikita, Fedor Noskov +3 · 1 citation
Engineering · Mathematics · #FOS: Mathematics #Mathematical Approximation and Integration #Probability (math.PR) #Sparse and Compressive Sensing Techniques #Statistical Methods and Inference #Statistics Theory (math.ST)
- Dimension free non-asymptotic bounds on the accuracy of high dimensional Laplace approximation
2022/04/23 by Vladimir Spokoiny, Spokoiny, Vladimir · 1 citation
Computer Science · Mathematics · #Gaussian Processes and Bayesian Inference #Bayesian Methods and Mixture Models #Statistical and numerical algorithms
- A unified theory of the high-dimensional Laplace approximation with application to Bayesian inverse problems
2025/09/09 by Katsevich, Anya, Spokoiny, Vladimir · 1 citation
#FOS: Mathematics #Statistics Theory (math.ST)