73 citations · 106 across the 11 of their papers we have counts for
3 papers · 1 filter
Spin glass to paramagnetic transition and triple point in Spherical SK model
Iain M. Johnstone, Yegor Klochkov, Alexei Onatski +1
This paper studies spin glass to paramagnetic transition in the Spherical Sherrington-Kirkpatrick model with ferromagnetic Curie-Weiss interaction with coupling constant and in…
Stability and Deviation Optimal Risk Bounds with Convergence Rate
Yegor Klochkov, Nikita Zhivotovskiy
The sharpest known high probability generalization bounds for uniformly stable algorithms (Feldman, Vondrák, 2018, 2019), (Bousquet, Klochkov, Zhivotovskiy, 2020) contain a general…
SONIC: SOcial Network with Influencers and Communities
Cathy Yi-Hsuan Chen, Wolfgang Karl Härdle, Yegor Klochkov
The integration of social media characteristics into an econometric framework requires modeling a high dimensional dynamic network with dimensions of parameter typically much large…