2 papers
math.ST2025
On robust recovery of signals from indirect observations
Yannis Bekri, Anatoli Juditsky, Arkadi Nemirovski
We consider an uncertain linear inverse problem as follows. Given observation where and is observation noise, we want to re…
stat.ML2022
Stochastic Mirror Descent for Large-Scale Sparse Recovery
Sasila Ilandarideva, Yannis Bekri, Anatoli Juditsky +1
In this paper we discuss an application of Stochastic Approximation to statistical estimation of high-dimensional sparse parameters. The proposed solution reduces to resolving a pe…