5 citations · 8 across the 6 of their papers we have counts for
6 papers · 1 filter
Bayesian one- and two-sided inference on the local effective dimension
Eduard Belitser
It is a challenge to manage infinite- or high-dimensional data in situations where storage, transmission, or computation resources are constrained. In the simplest scenario when th…
Robust oracle estimation and uncertainty quantification for possibly sparse quantiles
Eduard Belitser, Paulo Serra, Alexandra Vegelien
A general many quantiles + noise model is studied in the robust formulation (allowing non-normal, non-independent observations), where the identifiability requirement for the noise…
Uncertainty quantification for robust variable selection and multiple testing
Eduard Belitser, Nurzhan Nurushev
We study the problem of identifying the set of \emph{active} variables, termed in the literature as \emph{variable selection} or \emph{multiple hypothesis testing}, depending on th…
Pinsker bound under measurement budget constrain: optimal allocation
Eduard Belitser
In the classical many normal means with different variances, we consider the situation when the observer is allowed to allocate the available measurement budget over the coordinate…
On coverage and local radial rates of DDM-credible sets
Eduard Belitser
For a general statistical model, we introduce the notion of data dependent measure (DDM) on the model parameter. Typical examples of DDM are the posterior distributions. Like for p…
Optimal two-stage procedures for estimating location and size of the maximum of a multivariate regression function
Eduard Belitser, Subhashis Ghosal, Harry van Zanten
We propose a two-stage procedure for estimating the location $\boldsμ$ and size M of the maximum of a smooth d-variate regression function f. In the first stage, a preliminary esti…