Alexandre B. Tsybakov

works on

one-dimensional 1 optimal convergence rate 1 stochastic convex optimization 1 subgaussian noise 1 zero-order optimization 1

From the 1 of 5 linked papers with an AI index.

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math.ST2026

Gradient-free stochastic optimization of derivatives under strong convexity

Arya Akhavan, Sirine Louati, Alexandre B. Tsybakov

We consider the problem of minimizing the $k$ -th order partial derivative $f = \partial_{j}^{k} g$ of an unknown function $g$ along a fixed coordinate direction $j$ , based on noisy queri…

math.ST2026

Minimax estimation of functionals in sparse vector model with correlated observations

Yuhao Wang, Pengkun Yang, Alexandre B. Tsybakov

We consider the observations of an unknown $s$ -sparse vector $θ$ corrupted by Gaussian noise with zero mean and unknown covariance matrix $Σ$ . We propos…