103 citations · 384 across the 41 of their papers we have counts for
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Nonparametric Denoising of Signals with Unknown Local Structure, I: Oracle Inequalities
Anatoli Juditsky, Arkadii S. Nemirovski
We consider the problem of pointwise estimation of multi-dimensional signals , from noisy observations on the regular grid $\bZd$. Our focus is on the adaptive estimatio…
On Verifiable Sufficient Conditions for Sparse Signal Recovery via Minimization
Anatoli Juditsky, Arkadii S. Nemirovski
We propose novel necessary and sufficient conditions for a sensing matrix to be "-good" - to allow for exact -recovery of sparse signals with nonzero entries when no…
Solving variational inequalities with Stochastic Mirror-Prox algorithm
Anatoli Juditsky, Arkadii S. Nemirovskii, Claire Tauvel
In this paper we consider iterative methods for stochastic variational inequalities (s.v.i.) with monotone operators. Our basic assumption is that the operator possesses both smoot…
Large Deviations of Vector-valued Martingales in 2-Smooth Normed Spaces
Anatoli Juditsky, Arkadii S. Nemirovski
We derive exponential bounds on probabilities of large deviations for "light tail" martingales taking values in finite-dimensional normed spaces. Our primary emphasis is on the cas…