Dmitrii M. Ostrovskii

activity

20182026

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

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

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5 papers · 1 filter

math.ST2020

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

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

Let $θ_{0}, θ_{1} \in R^{d}$ be the population risk minimizers associated to some loss $ℓ : R^{d} \times Z \to R$ and two distributions $\mathbb{P}_0,\mat…

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 $S$ admits an \tex…

math.ST2018

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

Dmitrii Ostrovskii, Francis Bach

The classical asymptotic theory for parametric $M$ -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…

math.ST2018

Efficient First-Order Algorithms for Adaptive Signal Denoising

Dmitrii Ostrovskii, Zaid Harchaoui

We consider the problem of discrete-time signal denoising, focusing on a specific family of non-linear convolution-type estimators. Each such estimator is associated with a time-in…