66 citations · 105 across the 10 of their papers we have counts for
15 papers
Managing Self-Learning Experts under Per-Round Budget Constraints
Ilgam Latypov, Alexandra Suvorikova, Alexey Kroshnin +2
This paper addresses the problem of sequential decision-making under learning budget constraints. Such settings naturally arise in applications like managing a portfolio of bandit…
Bernstein-type and Bennett-type inequalities for unbounded matrix martingales
Alexey Kroshnin, Alexandra Suvorikova
We derive explicit Bernstein-type and Bennett-type concentration inequalities for matrix-valued martingale processes with unbounded observations from the Hermitian space $\mathbb{H…
Primal-Dual Gradient Methods for Searching Network Equilibria in Combined Models with Nested Choice Structure and Capacity Constraints
Meruza Kubentayeva, Demyan Yarmoshik, Mikhail Persiianov +8
We consider a network equilibrium model (i.e. a combined model), which was proposed as an alternative to the classic four-step approach for travel forecasting in transportation net…
Infinite multidimensional scaling for metric measure spaces
Alexey Kroshnin, Eugene Stepanov, Dario Trevisan
For a given metric measure space we consider finite samples of points, calculate the matrix of distances between them and then reconstruct the points in some finite-dimen…
Generalized bootstrap in the Bures-Wasserstein space
Alexey Kroshnin, Vladimir Spokoiny, Alexandra Suvorikova
This study proposes a bootstrap-based method for uncertainty quantification in two important statistical scenarios. First, we approximate the sampling distribution of empirical bar…
On the properties of some low-parameter models for color reproduction in terms of spectrum transformations and coverage of a color triangle
Alexey Kroshnin, Viacheslav Vasilev, Egor Ershov +3
One of the classical approaches to solving color reproduction problems, such as color adaptation or color space transform, is the use of low-parameter spectral models. The strength…
Entropic-Wasserstein barycenters: PDE characterization, regularity and CLT
Guillaume Carlier, Katharina Eichinger, Alexey Kroshnin
In this paper, we investigate properties of entropy-penalized Wasserstein barycenters introduced by Bigot, Cazelles and Papadakis (2019) as a regularization of Wasserstein barycent…
Robust -means Clustering for Distributions with Two Moments
Yegor Klochkov, Alexey Kroshnin, Nikita Zhivotovskiy
We consider the robust algorithms for the -means clustering problem where a quantizer is constructed based on independent observations. Our main results are median of means…
Gradient Methods for Problems with Inexact Model of the Objective
Fedor Stonyakin, Darina Dvinskikh, Pavel Dvurechensky +8
We consider optimization methods for convex minimization problems under inexact information on the objective function. We introduce inexact model of the objective, which as a parti…
Statistical inference for Bures-Wasserstein barycenters
Alexey Kroshnin, Vladimir Spokoiny, Alexandra Suvorikova
In this work we introduce the concept of Bures-Wasserstein barycenter , that is essentially a Fréchet mean of some distribution supported on a subspace of positiv…
On the Complexity of Approximating Wasserstein Barycenter
Alexey Kroshnin, Darina Dvinskikh, Pavel Dvurechensky +3
We study the complexity of approximating Wassertein barycenter of discrete measures, or histograms of size by contrasting two alternative approaches, both using entropic re…
Image Registration and Predictive Modeling: Learning the Metric on the Space of Diffeomorphisms
Ayagoz Mussabayeva, Alexey Kroshnin, Anvar Kurmukov +5
We present a method for metric optimization in the Large Deformation Diffeomorphic Metric Mapping (LDDMM) framework, by treating the induced Riemannian metric on the space of diffe…
Computational Optimal Transport: Complexity by Accelerated Gradient Descent Is Better Than by Sinkhorn's Algorithm
Pavel Dvurechensky, Alexander Gasnikov, Alexey Kroshnin
We analyze two algorithms for approximating the general optimal transport (OT) distance between two discrete distributions of size , up to accuracy . For the first…
Fréchet barycenters in the Monge-Kantorovich spaces
Alexey Kroshnin
We consider the space of probability measures on arbitrary Radon space endowed with a transportation cost generated by a nonnegative continuous cost…
Fréchet Barycenters and a Law of Large Numbers for Measures on the Real Line
Alexey Kroshnin, Andrei Sobolevski
Endow the space of probability measures on with a transportation cost generated by a translation-invariant convex cost function. Fo…