192 citations · 1.1k across the 46 of their papers we have counts for
4 papers · 1 filter
Bounding the error of discretized Langevin algorithms for non-strongly log-concave targets
Arnak S. Dalalyan, Avetik Karagulyan, Lionel Riou-Durand
In this paper, we provide non-asymptotic upper bounds on the error of sampling from a target density using three schemes of discretized Langevin diffusions. The first scheme is the…
Outlier-robust estimation of a sparse linear model using -penalized Huber's -estimator
Arnak S. Dalalyan, Philip Thompson
We study the problem of estimating a -dimensional -sparse vector in a linear model with Gaussian design and additive noise. In the case where the labels are contaminated by a…
A nonasymptotic law of iterated logarithm for general M-estimators
Victor-Emmanuel Brunel, Arnak S. Dalalyan, Nicolas Schreuder
M-estimators are ubiquitous in machine learning and statistical learning theory. They are used both for defining prediction strategies and for evaluating their precision. In this p…
Confidence regions and minimax rates in outlier-robust estimation on the probability simplex
Amir-Hossein Bateni, Arnak S. Dalalyan
We consider the problem of estimating the mean of a distribution supported by the -dimensional probability simplex in the setting where an fraction of observations…