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20222026
most citedNonparametric Uncertainty Quantification for Single Deterministic Neural Network

8 citations · 9 across the 9 of their papers we have counts for

collaborators

9 papers

math.ST2026

Density Estimation on Compact Manifolds under Intrinsic Spectral Block Variation

Olga Klopp, Fedor Noskov

We introduce an intrinsic spectral sparsity model for nonparametric density estimation on compact connected Riemannian manifolds. Instead of penalizing coefficients in an arbitrari…

math.ST2025

Dimension-free Bounds for Covariance Estimation with Tensor-Train Structure

Artsiom Patarusau, Nikita Puchkin, Maxim Rakhuba +1

We consider a problem of covariance estimation from a sample of i.i.d. high-dimensional random vectors. To avoid the curse of dimensionality, we impose an additional assumption on…

math.ST2025

Low-Rank Graphon Estimation: Theory and Applications to Graphon Games

Olga Klopp, Fedor Noskov

We study low-rank estimation of an unknown sparse graphon from sampled network data under operator-norm loss, motivated by targeted interventions in graphon games. Starting from th…

math.ST2025

Dimension-free bounds in high-dimensional linear regression via error-in-operator approach

Fedor Noskov, Nikita Puchkin, Vladimir Spokoiny

We consider a problem of high-dimensional linear regression with random design. We suggest a novel approach referred to as error-in-operator which does not estimate the design cova…

stat.ML2023★ 1 cited

Efficient Conformal Prediction under Data Heterogeneity

Vincent Plassier, Nikita Kotelevskii, Aleksandr Rubashevskii +7

Conformal Prediction (CP) stands out as a robust framework for uncertainty quantification, which is crucial for ensuring the reliability of predictions. However, common CP methods…

stat.ML2023

Selective Nonparametric Regression via Testing

Fedor Noskov, Alexander Fishkov, Maxim Panov

Prediction with the possibility of abstention (or selective prediction) is an important problem for error-critical machine learning applications. While well-studied in the classifi…

math.PR2023

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…

stat.ML2023

Optimal Noise Reduction in Dense Mixed-Membership Stochastic Block Models under Diverging Spiked Eigenvalues Condition

Fedor Noskov, Maxim Panov

Community detection is one of the most critical problems in modern network science. Its applications can be found in various fields, from protein modeling to social network analysi…

stat.ML2022★ 8 cited

Nonparametric Uncertainty Quantification for Single Deterministic Neural Network

Nikita Kotelevskii, Aleksandr Artemenkov, Kirill Fedyanin +6

This paper proposes a fast and scalable method for uncertainty quantification of machine learning models' predictions. First, we show the principled way to measure the uncertainty…