17 citations · 17 across the 3 of their papers we have counts for
6 papers
From Hermite Chaos to an Attractive Log-Gas: Explicit High-Rank Limits of Iterated-Logarithm and Tail Constants
Elina Moldavskaya
Let be a standard Hermite process of order and Hurst index . For , let be the variance-normalized version of the weighted integral $\int_0^1 x…
Constants in the Weighted Law of the Iterated Logarithm under Long-Range Dependence: Hermite Rank Two
Elina Moldavskaya
At Hermite rank two, the constant in the weighted law of the iterated logarithm under long-range dependence is represented as the largest eigenvalue of a suitably normalized positi…
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…
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…
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…
On the existence of paths between points in high level excursion sets of Gaussian random fields
Robert J. Adler, Elina Moldavskaya, Gennady Samorodnitsky
The structure of Gaussian random fields over high levels is a well researched and well understood area, particularly if the field is smooth. However, the question as to whether or…