99 citations · 650 across the 47 of their papers we have counts for
55 papers
Sharper dimension-free bounds on the Frobenius distance between sample covariance and its expectation
Nikita Puchkin, Fedor Noskov, Vladimir Spokoiny
We study properties of a sample covariance estimate given a finite sample of i.i.d. centered random elements in with the covariance matrix . We derive di…
Mixed Laplace approximation for marginal posterior and Bayesian inference in error-in-operator model
Vladimir Spokoiny
Laplace approximation is a very useful tool in Bayesian inference and it claims a nearly Gaussian behavior of the posterior. \cite{SpLaplace2022} established some rather accurate f…
Estimation and inference for Deep Neuronal Networks
Vladimir Spokoiny
Nonlinear regression problem is one of the most popular and important statistical tasks. The first methods like least squares estimation go back to Gauss and Legendre. Recent model…
Adaptive Weights Community Detection
Franz Besold, Vladimir Spokoiny
Due to the technological progress of the last decades, Community Detection has become a major topic in machine learning. However, there is still a huge gap between practical and th…
Dimension free non-asymptotic bounds on the accuracy of high dimensional Laplace approximation
Vladimir Spokoiny
This note attempts to revisit the classical results on Laplace approximation in a modern non-asymptotic and dimension free form. Such an extension is motivated by applications to h…
High dimensional change-point detection: a complete graph approach
Yang-Wen Sun, Katerina Papagiannouli, Vladimir Spokoiny
The aim of online change-point detection is for a accurate, timely discovery of structural breaks. As data dimension outgrows the number of data in observation, online detection be…