1 citations · 1 across the 3 of their papers we have counts for
5 papers
Effective-dimension bounds in the central limit theorem for centered Euclidean balls
Alexey Naumov, Sergey Samsonov, Vladimir Spokoiny +1
We establish a nonasymptotic Gaussian approximation bound over centered Euclidean balls for sums of independent, not necessarily identically distributed, random vectors in \(\mathb…
Sharp bounds in perturbed smooth optimization
Vladimir Spokoiny
This paper studies the problem of perturbed convex and smooth optimization. The main results describe how the solution and the value of the problem change if the objective function…
Marginal minimization and sup-norm expansions in perturbed optimization
Vladimir Spokoiny
Let the objective unction \( f \) depends on the target variable \( x \) along with a nuisance variable \( s \): \( f(v) = f(x,s) \). The goal is to identify the marginal solution…
Deviation bounds for the norm of a random vector under exponential moment conditions with applications
Vladimir Spokoiny
Hanson-Wright inequality provides a powerful tool for bounding the norm of a centered stochastic vector with sub-gaussian behavior. This paper extends the bounds to the c…
Concentration of a high dimensional sub-gaussian vector
Vladimir Spokoiny
This note describes the concentration phenomenon for a high dimensional sub-gaussian vector \( X \). In the Gaussian case, for any linear operator \( Q \), it holds \( P\bigl( \| Q…