77 citations · 91 across the 9 of their papers we have counts for
9 papers
Multi-level Bayes and MAP monotonicity testing
Yuri Golubev, Christophe Pouet
In this paper, we develop Bayes and maximum a posteriori probability (MAP) approaches to monotonicity testing. In order to simplify this problem, we consider a simple white Gaussia…
On robust stopping times for detecting changes in distribution
Yuri Golubev, Mher Safarian
Let be independent random variables observed sequentially and such that have a common probability density , while …
On estimation of the noise variance in high-dimensional linear models
Yuri Golubev, Ekaterina Krymova
We consider the problem of recovering the unknown noise variance in the linear regression model. To estimate the nuisance (a vector of regression coefficients) we use a family of s…
Ordered Smoothers With Exponential Weighting
Elena Chernousova, Yuri Golubev, Katerina Krymova
The main goal in this paper is to propose a new method for deriving oracle inequalities related to the exponential weighting method. For the sake of simplicity we focus on recoveri…
Exponential weighting and oracle inequalities for projection methods
Yu. Golubev
We consider the problem of recovering an unknown vector from noisy data with the help of projection estimates. The goal is to find a convex combination of these estimates with the…
Adaptive spectral regularizations of high dimensional linear models
Yuri Golubev
This paper focuses on recovering an unknown vector from the noisy data , where is a known -matrix, is a standard white Gaussian noise, and is an…