8 citations · 31 across the 37 of their papers we have counts for
39 papers
Effective-dimension bounds in the central limit theorem for centered Euclidean balls
Alexey Naumov, Sergey Samsonov, Vladimir Spokoiny +1
We establish a nonasymptotic Gaussian approximation bound over centered Euclidean balls for sums of independent, not necessarily identically distributed, random vectors in \(\mathb…
Conformalized Quantile Regression and Minimax Limits of Fixed-Score Calibration under Known Covariate Shift
Rustam Isaev, Anton Conrad, Denis Belomestny +2
In this paper, we study nonasymptotic error bounds for interval length and conditional coverage in split conformalized quantile regression (CQR). Our bounds rely on local reg…
Beyond Marginal Validity: Finite-Sample Guarantees for Localized Conformal Prediction
Anton Conrad, Rustam Isaev, Denis Belomestny +2
Conformal prediction endows arbitrary black-box predictors with finite-sample, distribution-free marginal coverage, yet marginal validity can hide severe covariate-specific miscali…
Gaussian Approximation and Multiplier Bootstrap for Federated Linear Stochastic Approximation
Ilya Levin, Maksim Shuklin, Eric Moulines +2
In this paper, we establish Berry-Esseen-type bounds for federated linear stochastic approximation (LSA). Our results provide the first federated Gaussian approximations for LSA th…
On Gaussian approximation for entropy-regularized Q-learning with function approximation
Artemy Rubtsov, Rahul Singh, Eric Moulines +2
In this paper, we derive rates of convergence in the high-dimensional central limit theorem for Polyak--Ruppert averaged iterates generated by entropy-regularized asynchronous Q-le…
Revisiting the Constant Stepsize Stochastic Approximation with Decision-Dependent Markovian Noise
Hadi Hadavi, Wenlong Mou, Sergey Samsonov +1
We revisit the convergence analysis of constant stepsize stochastic approximation (SA) with decision-dependent Markovian noise, with a focus on characterizing the stationary bias a…