4 papers
Generalized bootstrap in the Bures-Wasserstein space
Alexey Kroshnin, Vladimir Spokoiny, Alexandra Suvorikova
This study proposes a bootstrap-based method for uncertainty quantification in two important statistical scenarios. First, we approximate the sampling distribution of empirical bar…
UCB-type Algorithm for Budget-Constrained Expert Learning
Ilgam Latypov, Alexandra Suvorikova, Alexey Kroshnin +2
In many modern applications, a system must dynamically choose between several adaptive learning algorithms that are trained online. Examples include model selection in streaming en…
Bernstein-type and Bennett-type inequalities for unbounded matrix martingales
Alexey Kroshnin, Alexandra Suvorikova
We derive explicit Bernstein-type and Bennett-type concentration inequalities for matrix-valued martingale processes with unbounded observations from the Hermitian space $\mathbb{H…
Entropic-Wasserstein barycenters: PDE characterization, regularity and CLT
Guillaume Carlier, Katharina Eichinger, Alexey Kroshnin
In this paper, we investigate properties of entropy-penalized Wasserstein barycenters introduced by Bigot, Cazelles and Papadakis (2019) as a regularization of Wasserstein barycent…