3 papers
math.PR2026
Malliavin Smoothness of Hermite Processes of Arbitrary Order and Their Wiener Integrals
Elina Moldavskaya
We establish Malliavin nondegeneracy for every weighted integral against a singular Hermite kernel, with all negative moments of the Malliavin derivative norm finite, uniformly ove…
stat.ML2026
Weighted Empirical Risk Minimization for Machine Learning under Long-Range Dependence: Exact Pathwise Rates and Learning-Error Geometry
Elina Moldavskaya
We develop an exact almost-sure learning theory for smooth parametric models trained by regularly weighted empirical risk minimization on long-range dependent data. The training ob…
math.FA2018
Searching for, and quantifying, non-convexity of functions
Youri Davydov, Elina Moldavskaya, Ričardas Zitikis
Convexity plays a prominent role in a number of problems, but practical considerations frequently give rise to non-convex functions. We suggest a method for determining convex regi…