6 papers · 1 filter
Uniform Statistical Convergence of Empirical Sinkhorn Potentials with Exponential and Polynomial Dependence on the Regularization Parameter
Denis Belomestny
We study the empirical Sinkhorn estimator of the entropic optimal transport potentials under the uniform loss. Since the potentials are only unique up to additive constants, we mea…
Beyond Marginal Validity: Finite-Sample Guarantees for Localized Conformal Prediction
Anton Conrad, Rustam Isaev, Denis Belomestny +2
Conformal prediction endows arbitrary black-box predictors with finite-sample, distribution-free marginal coverage, yet marginal validity can hide severe covariate-specific miscali…
Schrödinger bridge problem via empirical risk minimization
Denis Belomestny, Alexey Naumov, Nikita Puchkin +1
We study the Schrödinger bridge problem when the endpoint distributions are available only through samples. Classical computational approaches estimate Schrödinger potentials via S…
Statistical analysis of Inverse Entropy-regularized Reinforcement Learning
Denis Belomestny, Alexey Naumov, Artemy Rubtsov +1
Inverse reinforcement learning aims to infer the reward function that explains expert behavior observed through trajectories of state--action pairs. A long-standing difficulty in c…
Proximal Point Nash Learning from Human Feedback
Daniil Tiapkin, Daniele Calandriello, Denis Belomestny +5
Traditional Reinforcement Learning from Human Feedback (RLHF) often relies on reward models, frequently assuming preference structures like the Bradley--Terry model, which may not…
Gaussian Approximation and Multiplier Bootstrap for Stochastic Gradient Descent
Marina Sheshukova, Sergey Samsonov, Denis Belomestny +4
In this paper, we establish the non-asymptotic validity of the multiplier bootstrap procedure for constructing the confidence sets using the Stochastic Gradient Descent (SGD) algor…