activity
20182020
most citedBeyond Least-Squares: Fast Rates for Regularized Empirical Risk Minimization through Self-Concordance

4 citations · 6 across the 2 of their papers we have counts for

collaborators

7 papers

math.ST2020

Near-Optimal Procedures for Model Discrimination with Non-Disclosure Properties

Dmitrii M. Ostrovskii, Mohamed Ndaoud, Adel Javanmard +1

Let be the population risk minimizers associated to some loss and two distributions $\mathbb{P}_0,\mat…

stat.ML20192 cited

Efficient Primal-Dual Algorithms for Large-Scale Multiclass Classification

Dmitry Babichev, Dmitrii Ostrovskii, Francis Bach

We develop efficient algorithms to train -regularized linear classifiers with large dimensionality of the feature space, number of classes , and sample size . Our…

math.ST2019

Affine Invariant Covariance Estimation for Heavy-Tailed Distributions

Dmitrii Ostrovskii, Alessandro Rudi

In this work we provide an estimator for the covariance matrix of a heavy-tailed multivariate distributionWe prove that the proposed estimator admits an \tex…

cs.LG20194 cited

Beyond Least-Squares: Fast Rates for Regularized Empirical Risk Minimization through Self-Concordance

Ulysse Marteau-Ferey, Dmitrii Ostrovskii, Francis Bach +1

We consider learning methods based on the regularization of a convex empirical risk by a squared Hilbertian norm, a setting that includes linear predictors and non-linear predictor…

math.ST2018

Finite-sample analysis of M-estimators using self-concordance

Dmitrii Ostrovskii, Francis Bach

The classical asymptotic theory for parametric -estimators guarantees that, in the limit of infinite sample size, the excess risk has a chi-square type distribution, even in the…

math.ST2018

Adaptive Denoising of Signals with Local Shift-Invariant Structure

Zaid Harchaoui, Anatoli Juditsky, Arkadi Nemirovski +1

We discuss the problem of adaptive discrete-time signal denoising in the situation where the signal to be recovered admits a "linear oracle" -- an unknown linear estimate that take…