most citedAn Algorithm to Estimate a Nonuniform Convergence Bound in the Central Limit Theorem

6 citations · 12 across the 7 of their papers we have counts for

collaborators

7 papers

stat.ML2011

Identifying relationships between drugs and medical conditions: winning experience in the Challenge 2 of the OMOP 2010 Cup

Vladimir Nikulin

There is a growing interest in using a longitudinal observational databases to detect drug safety signal. In this paper we present a novel method, which we used online during the O…

stat.ML2011

On the Evaluation Criterions for the Active Learning Processes

Vladimir Nikulin

In many data mining applications collection of sufficiently large datasets is the most time consuming and expensive. On the other hand, industrial methods of data collection create…

stat.CO2010

A Very Fast Algorithm for Matrix Factorization

Vladimir Nikulin, Tian-Hsiang Huang, Shu-Kay Ng +2

We present a very fast algorithm for general matrix factorization of a data matrix for use in the statistical analysis of high-dimensional data via latent factors. Such data are pr…

q-fin.PR2010

Mean-Variance Hedging for Pricing European Options Under Assumption of Non-continuous Trading

Vladimir Nikulin

We consider a portfolio with call option and the corresponding underlying asset under the standard assumption that stock-market price represents a random variable with lognormal di…

stat.ML2010★ 6 cited

Strong Consistency of Prototype Based Clustering in Probabilistic Space

Vladimir Nikulin, Geoffrey J. McLachlan

In this paper we formulate in general terms an approach to prove strong consistency of the Empirical Risk Minimisation inductive principle applied to the prototype or distance base…

math.PR2010

On the Exponential Probability Bounds for the Bernoulli Random Variables

Vladimir Nikulin

We consider upper exponential bounds for the probability of the event that an absolute deviation of sample mean from mathematical expectation p is bigger comparing with some ordere…