6 citations · 17 across the 12 of their papers we have counts for
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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…
math.ST2018★ 1 cited
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…