Alexandre B. Tsybakov

activity

20102026

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3 papers · 1 filter

math.ST2026

Gradient-free stochastic optimization of derivatives under strong convexity

Arya Akhavan, Sirine Louati, Alexandre B. Tsybakov

We consider the problem of minimizing the $k$ -th order partial derivative $f = \partial_{j}^{k} g$ of an unknown function $g$ along a fixed coordinate direction $j$ , based on noisy queri…

math.ST2024

Minimax estimation of functionals in sparse vector model with correlated observations

Yuhao Wang, Pengkun Yang, Alexandre B. Tsybakov

We consider the observations of an unknown $s$ -sparse vector $θ$ corrupted by Gaussian noise with zero mean and unknown covariance matrix $Σ$ . We propos…

math.ST2010

Detection boundary in sparse regression

Yuri I. Ingster, Alexandre B. Tsybakov, Nicolas Verzelen

We study the problem of detection of a p-dimensional sparse vector of parameters in the linear regression model with Gaussian noise. We establish the detection boundary, i.e., the…