Vladimir Spokoiny

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Publications in SciGraph latest 50 shown

  • 2018-10-26 Bootstrap confidence sets for spectral projectors of sample covariance in PROBABILITY THEORY AND RELATED FIELDS
  • 2018-09 Nonasymptotic Estimates for the Closeness of Gaussian Measures on Balls in DOKLADY MATHEMATICS
  • 2018-09 Confidence Sets for Spectral Projectors of Covariance Matrices in DOKLADY MATHEMATICS
  • 2017-04 Random Gradient-Free Minimization of Convex Functions in FOUNDATIONS OF COMPUTATIONAL MATHEMATICS
  • 2016-06 Erratum to: “Adaptive estimation of seismic parameter fields from earthquake catalogs” in JOURNAL OF COMMUNICATIONS TECHNOLOGY AND ELECTRONICS
  • 2015-12 Adaptive estimation of seismic parameter fields from earthquake catalogs in JOURNAL OF COMMUNICATIONS TECHNOLOGY AND ELECTRONICS
  • 2015-07 Primal-Dual Methods for Solving Infinite-Dimensional Games in JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS
  • 2015-04 On the efficiency of a randomized mirror descent algorithm in online optimization problems in COMPUTATIONAL MATHEMATICS AND MATHEMATICAL PHYSICS
  • 2015 Basics of Modern Mathematical Statistics in NONE
  • 2014-12 Critical dimension in the semiparametric Bernstein—von Mises theorem in PROCEEDINGS OF THE STEKLOV INSTITUTE OF MATHEMATICS
  • 2014-12 Properties of the Bayesian Parameter Estimation of a Regression Based on Gaussian Processes in JOURNAL OF MATHEMATICAL SCIENCES
  • 2014-12 Bayesian Model Selection and the Concentration of the Posterior of Hyperparameters in JOURNAL OF MATHEMATICAL SCIENCES
  • 2014 Basics of Modern Mathematical Statistics, Exercises and Solutions in NONE
  • 2013-10 Properties of the posterior distribution of a regression model based on Gaussian random fields in AUTOMATION AND REMOTE CONTROL
  • 2013-10 Uniform properties of the local maximum likelihood estimate in AUTOMATION AND REMOTE CONTROL
  • 2013-05 Sparse non Gaussian component analysis by semidefinite programming in MACHINE LEARNING
  • 2013-04 Sharp deviation bounds for quadratic forms in MATHEMATICAL METHODS OF STATISTICS
  • 2009 Locally Time Homogeneous Time Series Modelling in APPLIED QUANTITATIVE FINANCE
  • 2009 Varying Coefficient GARCH Models in HANDBOOK OF FINANCIAL TIME SERIES
  • 2008 Structural Adaptive Smoothing by Propagation–Separation Methods in HANDBOOK OF DATA VISUALIZATION
  • 2006-07 Propagation-Separation Approach for Local Likelihood Estimation in PROBABILITY THEORY AND RELATED FIELDS
  • 2006 A Novel Dimension Reduction Procedure for Searching Non-Gaussian Subspaces in INDEPENDENT COMPONENT ANALYSIS AND BLIND SIGNAL SEPARATION
  • 2004-01 On the shape–from–moments problem and recovering edges from noisy Radon data in PROBABILITY THEORY AND RELATED FIELDS
  • 2000-10 On Estimating a Dynamic Function of a Stochastic System with Averaging in STATISTICAL INFERENCE FOR STOCHASTIC PROCESSES
  • 1999-02 On estimation of the Lr norm of a regression function in PROBABILITY THEORY AND RELATED FIELDS
  • 1991 On Construction of Asymptotically Optimal Strategies in Estimation Problem for Controlled Systems in MODELING, ESTIMATION AND CONTROL OF SYSTEMS WITH UNCERTAINTY
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