A. Juditsky

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20042026

most citedOn Verifiable Sufficient Conditions for Sparse Signal Recovery via

ℓ_{1}

Minimization

103 citations · 640 across the 49 of their papers we have counts for

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math.PR2008★ 42 cited

Large Deviations of Vector-valued Martingales in 2-Smooth Normed Spaces

Anatoli Juditsky, Arkadii S. Nemirovski

We derive exponential bounds on probabilities of large deviations for "light tail" martingales taking values in finite-dimensional normed spaces. Our primary emphasis is on the cas…

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\…