A. Juditsky

activity

20042008

most citedA new algorithm for estimating the effective dimension-reduction subspace

38 citations · 38 across the 3 of their papers we have counts for

collaborators

3 papers

math.ST2008

Nonparametric Denoising of Signals with Unknown Local Structure, I: Oracle Inequalities

Anatoli Juditsky, Arkadii S. Nemirovski

We consider the problem of pointwise estimation of multi-dimensional signals $s$ , from noisy observations $(y_{τ})$ on the regular grid $\bZd$. Our focus is on the adaptive estimatio…

math.ST2007★ 38 cited

A new algorithm for estimating the effective dimension-reduction subspace

Arnak Dalalyan, Anatoly Juditsky, Vladimir Spokoiny

The statistical problem of estimating the effective dimension-reduction (EDR) subspace in the multi-index regression model with deterministic design and additive noise is considere…

math.PR2004

Moderate deviation principle for exponentially ergodic Markov chain

B. Delyon, A. Juditsky, R. Liptser

For $1/2 < α < 1$ , we propose the MDP analysis for family $S_{n}^{α} = \frac{1}{n ^{α}} i = 1 \sum n H (X_{i - 1}), n \geq 1,$ where $(X_{n})_{n \geq 0}$ be a homogeneous ergodic Markov chain, $X_n\…