6 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…
Wall-Clock Complexity for Zeroth-Order Optimization with Tunable Oracle Fidelity
Alexandra Suvorikova, Igor Pavlov, Artem Vasin +4
Zeroth-order (black-box) optimization is applied when gradients are unavailable and objective evaluations rely on expensive simulations. In many such applications, the oracle fidel…
SLDP: Semi-Local Differential Privacy for Density-Adaptive Analytics
Alexey Kroshnin, Alexandra Suvorikova
Density-adaptive domain discretization is essential for high-utility privacy-preserving analytics but remains challenging under Local Differential Privacy (LDP) due to the privacy-…
friends.test: rank-based method for feature selection in interaction matrices
Alexandra Suvorikova, Alexey Kroshnin, Dmirijs Lvovs +5
The analysis of the interaction matrix between two distinct sets is essential across diverse fields, from pharmacovigilance to transcriptomics. Not all interactions are equally inf…
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…