103 citations · 640 across the 49 of their papers we have counts for
57 papers
Recovering linear images of sparse signals from indirect observations
Anatoli Juditsky, Arkadi Nemirovski
In this paper, we develop and analyze techniques for recovering a linear image of an unknown signal from indirect noisy observation . It is {\em a priori} known th…
On robust recovery of signals from indirect observations
Yannis Bekri, Anatoli Juditsky, Arkadi Nemirovski
We consider an uncertain linear inverse problem as follows. Given observation where and is observation noise, we want to re…
First order algorithms for computing linear and polyhedral estimates
Yannis Bekri, Anatoli Juditsky, Arkadi Nemirovski
It was recently shown [7, 9] that "properly built" linear and polyhedral estimates nearly attain minimax accuracy bounds in the problem of recovery of unknown signal from noisy obs…
On Robust Recovery of Signals from Indirect Observations
Yannis Bekri, Anatoli Juditsky, Arkadi Nemirovski
Our focus is on robust recovery algorithms in statistical linear inverse problem. We consider two recovery routines - the much studied linear estimate originating from Kuks and Olm…
Accelerated stochastic approximation with state-dependent noise
Sasila Ilandarideva, Anatoli Juditsky, Guanghui Lan +1
We consider a class of stochastic smooth convex optimization problems under rather general assumptions on the noise in the stochastic gradient observation. As opposed to the classi…
Generalized generalized linear models: Convex estimation and online bounds
Anatoli Juditsky, Arkadi Nemirovski, Yao Xie +1
We introduce a new computational framework for estimating parameters in generalized generalized linear models (GGLM), a class of models that extends the popular generalized linear…